COMMISSION IMPLEMENTING REGULATION (EU) 2021/2017

26.11.2021 | EN | Official Journal of the European Union | L 424/1 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2021/2017 of 13 September 2021 amending Implementing Regulation (EU) 2016/2070 as regards benchmark portfolios, reporting templates and reporting instructions to be applied in the Union for the reporting referred to in Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC (1), and in particular the third subparagraph of Article 78(8) thereof, Whereas: (1) | Commission Implementing Regulation (EU) 2016/2070 (2) specifies the reporting requirements for institutions to enable the European Banking Authority (EBA) and competent authorities to monitor the range of risk weighted exposure amounts or own funds requirements for the exposures or transactions in the benchmark portfolio resulting from the internal approaches of those institutions, and to assess those approaches, as required by Article 78(3) of Directive 2013/36/EU (‘benchmarking exercise’). Given that institutions have to submit the results of their annual calculations at least annually and that the focus of the competent authorities’ assessments and of EBA’s reports have changed, exposures or positions that are included in the benchmark portfolios, and therefore also reporting requirements, need to be adapted. It is therefore appropriate to amend Annexes I to VII to Implementing Regulation (EU) 2016/2070. ---|--- (2) | Furthermore, a new international accounting standard, International Financial Reporting Standard 9 (IFRS9), was adopted through Commission Regulation (EU) 2016/2067 (3). This introduced new rules for the measurement of credit losses, and, as a result, directly impacts on the amount of own funds and regulatory ratios reported. It is therefore necessary to reflect such impact also on the reporting requirements under Implementing Regulation (EU) 2016/2070 by adding two new Annexes to that Regulation, one with the templates for reporting the IFRS9 impact and the other with the instructions for completing those templates. ---|--- (3) | This Regulation is based on the draft implementing technical standards submitted to the Commission by the EBA. ---|--- (4) | EBA has conducted open public consultations on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the advice of the Banking Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1093/2010 of the European Parliament and of the Council (4). ---|--- (5) | Implementing Regulation (EU) 2016/2070 should be amended accordingly, ---|--- HAS ADOPTED THIS REGULATION: Article 1 Implementing Regulation (EU) 2016/2070 is amended as follows: (1) | the following points (f) to (i) are added to Article 2: | ‘(f) | the information specified in template 111.00 of Annex VIII, for the counterparties referred to in template 101 of Annex I, in accordance with the instructions referred to in Tables C101 and C 111.00 of Annex II and Annex IX respectively; ---|--- (g) | the information specified in template 112.00 of Annex VIII, for the counterparties referred to in template 101 of Annex I, in accordance with the instructions referred to in Tables C101 and C 112.00 of Annex II and Annex IX respectively; ---|--- (h) | the information specified in template 113.00 of Annex VIII, for the counterparties referred to in template 101 of Annex I, in accordance with the instructions referred to in Tables C101 and C 113.00 of Annex II and Annex IX respectively; ---|--- (i) | the information specified in template 104.00 of Annex VIII, for all the geographical areas of the counterparties referred to in template 101 of Annex I, in accordance with the instructions referred to in Tables C101 and C114.00 of Annex II and Annex IX respectively;’; ---|--- (2) | Annex I is replaced by the text in Annex I to this Regulation; ---|--- (3) | Annex II is replaced by the text in Annex II to this Regulation; ---|--- (4) | Annex III is replaced by the text in Annex III to this Regulation; ---|--- (5) | Annex IV is replaced by the text in Annex IV to this Regulation; ---|--- (6) | Annex V is amended in accordance with Annex V to this Regulation; ---|--- (7) | Annex VI is replaced by the text in Annex VI to this Regulation; ---|--- (8) | Annex VII is replaced by the text in Annex VII to this Regulation; ---|--- (9) | the text in Annex VIII to this Regulation is added as Annex VIII; ---|--- (10) | the text in Annex IX to this Regulation is added as Annex IX. ---|--- Article 2 This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 13 September 2021. For the Commission The President Ursula VON DER LEYEN * * * (1) OJ L 176, 27.6.2013, p. 338. (2) Commission Implementing Regulation (EU) 2016/2070 of 14 September 2016 laying down implementing technical standards for templates, definitions and IT-solutions to be used by institutions when reporting to the European Banking Authority and to competent authorities in accordance with Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council (OJ L 328, 2.12.2016, p. 1). (3) Commission Regulation (EU) 2016/2067 of 22 November 2016 amending Regulation (EC) No 1126/2008 adopting certain international accounting standards in accordance with Regulation (EC) No 1606/2002 of the European Parliament and of the Council as regards International Financial Reporting Standard 9 (OJ L 323, 29.11.2016, p. 1). (4) Regulation (EU) No 1093/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Banking Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/78/EC (OJ L 331, 15.12.2010, p. 12). * * * ANNEX I ‘ANNEX I Definition of Supervisory Benchmarking portfolios LOW DEFAULT EXPOSURES TEMPLATES --- Template number | Template code | Name of the template /group of templates | Short name 101 | C 101.00 | Definition of Low Default Portfolio counterparties | LDP Counterparties 102 | C 102.00 | Definition of Low Default Portfolios | LDP Portfolios 103 | C 103.00 | Definition of High Default Portfolios | HDP Portfolios C 101.00 - Definition of Low Default Portfolio counterparties Counterparty code | Legal entity identifier (LEI) | Credit register code | Commercial register code | ISIN code | Bloomberg ticker | Name | Geographical area | Portfolio name | Sector of the counterparty | Type of exposures | Type of facility | Type of risk | Regulatory approach ---|---|---|---|---|---|---|---|---|---|---|---|---|--- 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 LC_0000001_CT_FIRB | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000002_CT_FIRB | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000003_CT_FIRB | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000004_CT_FIRB | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000005_CT_FIRB | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000006_CT_FIRB | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000007_CT_FIRB | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000008_CT_FIRB | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000009_CT_FIRB | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000010_CT_FIRB | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000011_CT_FIRB | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000012_CT_FIRB | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000013_CT_FIRB | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000014_CT_FIRB | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000015_CT_FIRB | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000016_CT_FIRB | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000017_CT_FIRB | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000018_CT_FIRB | 54930060U4XOVED1T359 | | | | | OMV Gas Marketing & Trading GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000019_CT_FIRB | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000020_CT_FIRB | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000021_CT_FIRB | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000022_CT_FIRB | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000023_CT_FIRB | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000024_CT_FIRB | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000025_CT_FIRB | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000026_CT_FIRB | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000027_CT_FIRB | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000028_CT_FIRB | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000029_CT_FIRB | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000030_CT_FIRB | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000031_CT_FIRB | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000032_CT_FIRB | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000033_CT_FIRB | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000034_CT_FIRB | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000035_CT_FIRB | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000036_CT_FIRB | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000037_CT_FIRB | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000038_CT_FIRB | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000039_CT_FIRB | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000040_CT_FIRB | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB - Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000041_CT_FIRB | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000042_CT_FIRB | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000043_CT_FIRB | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000044_CT_FIRB | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000045_CT_FIRB | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000046_CT_FIRB | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000047_CT_FIRB | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000048_CT_FIRB | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000049_CT_FIRB | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000050_CT_FIRB | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000051_CT_FIRB | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000052_CT_FIRB | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000053_CT_FIRB | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000054_CT_FIRB | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000055_CT_FIRB | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000056_CT_FIRB | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000057_CT_FIRB | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000058_CT_FIRB | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000059_CT_FIRB | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000060_CT_FIRB | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000061_CT_FIRB | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000062_CT_FIRB | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000063_CT_FIRB | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000064_CT_FIRB | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000065_CT_FIRB | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000066_CT_FIRB | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000067_CT_FIRB | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000068_CT_FIRB | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000069_CT_FIRB | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000070_CT_FIRB | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000071_CT_FIRB | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000072_CT_FIRB | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000073_CT_FIRB | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000074_CT_FIRB | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000075_CT_FIRB | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000076_CT_FIRB | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000077_CT_FIRB | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000078_CT_FIRB | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000079_CT_FIRB | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000080_CT_FIRB | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000081_CT_FIRB | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000082_CT_FIRB | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000083_CT_FIRB | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000084_CT_FIRB | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000085_CT_FIRB | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000086_CT_FIRB | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000087_CT_FIRB | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000088_CT_FIRB | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000089_CT_FIRB | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000090_CT_FIRB | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000091_CT_FIRB | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000092_CT_FIRB | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000093_CT_FIRB | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000094_CT_FIRB | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000095_CT_FIRB | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000096_CT_FIRB | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000097_CT_FIRB | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000098_CT_FIRB | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000099_CT_FIRB | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000100_CT_FIRB | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize - Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000101_CT_FIRB | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000102_CT_FIRB | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000103_CT_FIRB | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000104_CT_FIRB | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000105_CT_FIRB | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000106_CT_FIRB | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000107_CT_FIRB | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000108_CT_FIRB | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000109_CT_FIRB | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000110_CT_FIRB | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000111_CT_FIRB | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000112_CT_FIRB | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000113_CT_FIRB | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000114_CT_FIRB | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000115_CT_FIRB | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000116_CT_FIRB | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000117_CT_FIRB | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000118_CT_FIRB | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000119_CT_FIRB | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000120_CT_FIRB | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000121_CT_FIRB | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000122_CT_FIRB | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000123_CT_FIRB | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000124_CT_FIRB | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000125_CT_FIRB | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000126_CT_FIRB | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000127_CT_FIRB | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000128_CT_FIRB | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000129_CT_FIRB | 529900PY79CWSUGVK810 | 249233 | | | | S.A.

CORMAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000130_CT_FIRB | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000131_CT_FIRB | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000132_CT_FIRB | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000133_CT_FIRB | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000134_CT_FIRB | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000135_CT_FIRB | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000136_CT_FIRB | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000137_CT_FIRB | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000138_CT_FIRB | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000139_CT_FIRB | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000140_CT_FIRB | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000141_CT_FIRB | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000142_CT_FIRB | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000143_CT_FIRB | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000144_CT_FIRB | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000145_CT_FIRB | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000146_CT_FIRB | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000147_CT_FIRB | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000148_CT_FIRB | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000149_CT_FIRB | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000150_CT_FIRB | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000151_CT_FIRB | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000152_CT_FIRB | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000153_CT_FIRB | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000154_CT_FIRB | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000155_CT_FIRB | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000156_CT_FIRB | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000157_CT_FIRB | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000158_CT_FIRB | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000159_CT_FIRB | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000160_CT_FIRB | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000161_CT_FIRB | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000162_CT_FIRB | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000163_CT_FIRB | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000164_CT_FIRB | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. - PETROBRAS | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000165_CT_FIRB | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000166_CT_FIRB | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000167_CT_FIRB | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000168_CT_FIRB | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000169_CT_FIRB | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000170_CT_FIRB | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000171_CT_FIRB | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000172_CT_FIRB | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000173_CT_FIRB | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000174_CT_FIRB | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000175_CT_FIRB | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000176_CT_FIRB | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000177_CT_FIRB | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000178_CT_FIRB | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000179_CT_FIRB | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000180_CT_FIRB | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000181_CT_FIRB | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000182_CT_FIRB | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000183_CT_FIRB | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000184_CT_FIRB | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000185_CT_FIRB | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000186_CT_FIRB | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000187_CT_FIRB | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000188_CT_FIRB | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000189_CT_FIRB | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000190_CT_FIRB | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000191_CT_FIRB | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000192_CT_FIRB | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000193_CT_FIRB | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000194_CT_FIRB | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000195_CT_FIRB | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000196_CT_FIRB | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000197_CT_FIRB | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000198_CT_FIRB | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000199_CT_FIRB | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000200_CT_FIRB | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000201_CT_FIRB | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000202_CT_FIRB | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000203_CT_FIRB | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000204_CT_FIRB | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000205_CT_FIRB | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000206_CT_FIRB | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000207_CT_FIRB | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000208_CT_FIRB | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000209_CT_FIRB | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000210_CT_FIRB | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000211_CT_FIRB | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000212_CT_FIRB | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000213_CT_FIRB | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000214_CT_FIRB | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000215_CT_FIRB | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000216_CT_FIRB | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000217_CT_FIRB | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000218_CT_FIRB | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000219_CT_FIRB | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000220_CT_FIRB | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000221_CT_FIRB | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000222_CT_FIRB | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000223_CT_FIRB | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000224_CT_FIRB | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000225_CT_FIRB | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000226_CT_FIRB | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000227_CT_FIRB | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000228_CT_FIRB | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000229_CT_FIRB | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000230_CT_FIRB | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000231_CT_FIRB | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000232_CT_FIRB | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000233_CT_FIRB | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000234_CT_FIRB | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000235_CT_FIRB | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000236_CT_FIRB | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000237_CT_FIRB | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000238_CT_FIRB | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000239_CT_FIRB | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000240_CT_FIRB | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000241_CT_FIRB | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000242_CT_FIRB | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000243_CT_FIRB | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000244_CT_FIRB | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000245_CT_FIRB | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000246_CT_FIRB | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000247_CT_FIRB | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000248_CT_FIRB | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000249_CT_FIRB | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000250_CT_FIRB | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000251_CT_FIRB | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000252_CT_FIRB | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000253_CT_FIRB | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000254_CT_FIRB | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000255_CT_FIRB | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000256_CT_FIRB | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000257_CT_FIRB | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000258_CT_FIRB | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000259_CT_FIRB | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000260_CT_FIRB | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000261_CT_FIRB | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000262_CT_FIRB | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000263_CT_FIRB | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000264_CT_FIRB | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000265_CT_FIRB | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000266_CT_FIRB | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000267_CT_FIRB | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000268_CT_FIRB | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000269_CT_FIRB | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000270_CT_FIRB | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000271_CT_FIRB | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000272_CT_FIRB | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000273_CT_FIRB | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000274_CT_FIRB | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000275_CT_FIRB | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000276_CT_FIRB | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000277_CT_FIRB | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000278_CT_FIRB | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000279_CT_FIRB | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000280_CT_FIRB | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000281_CT_FIRB | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000282_CT_FIRB | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000283_CT_FIRB | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000284_CT_FIRB | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000285_CT_FIRB | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000286_CT_FIRB | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000287_CT_FIRB | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000288_CT_FIRB | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000289_CT_FIRB | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000290_CT_FIRB | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000291_CT_FIRB | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000292_CT_FIRB | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000293_CT_FIRB | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B.

Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000294_CT_FIRB | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000295_CT_FIRB | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000296_CT_FIRB | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000297_CT_FIRB | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000298_CT_FIRB | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000299_CT_FIRB | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000300_CT_FIRB | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000301_CT_FIRB | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000302_CT_FIRB | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000303_CT_FIRB | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000304_CT_FIRB | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000305_CT_FIRB | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000306_CT_FIRB | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000307_CT_FIRB | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000308_CT_FIRB | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000310_CT_FIRB | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000311_CT_FIRB | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000312_CT_FIRB | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000313_CT_FIRB | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000314_CT_FIRB | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000315_CT_FIRB | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000316_CT_FIRB | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000317_CT_FIRB | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000318_CT_FIRB | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000319_CT_FIRB | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000320_CT_FIRB | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000321_CT_FIRB | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000322_CT_FIRB | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000323_CT_FIRB | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000324_CT_FIRB | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000325_CT_FIRB | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000326_CT_FIRB | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000327_CT_FIRB | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000328_CT_FIRB | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000329_CT_FIRB | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000330_CT_FIRB | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000331_CT_FIRB | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000332_CT_FIRB | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000333_CT_FIRB | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000334_CT_FIRB | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000336_CT_FIRB | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000337_CT_FIRB | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000338_CT_FIRB | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000339_CT_FIRB | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000340_CT_FIRB | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000341_CT_FIRB | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000342_CT_FIRB | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000343_CT_FIRB | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000344_CT_FIRB | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000345_CT_FIRB | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000346_CT_FIRB | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000347_CT_FIRB | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000348_CT_FIRB | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000349_CT_FIRB | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000350_CT_FIRB | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000351_CT_FIRB | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000352_CT_FIRB | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000353_CT_FIRB | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000354_CT_FIRB | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000355_CT_FIRB | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000356_CT_FIRB | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000357_CT_FIRB | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000358_CT_FIRB | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000359_CT_FIRB | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000360_CT_FIRB | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000361_CT_FIRB | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000362_CT_FIRB | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000363_CT_FIRB | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000364_CT_FIRB | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000365_CT_FIRB | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000366_CT_FIRB | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000367_CT_FIRB | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000368_CT_FIRB | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000369_CT_FIRB | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000370_CT_FIRB | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000371_CT_FIRB | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000372_CT_FIRB | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000373_CT_FIRB | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000374_CT_FIRB | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000376_CT_FIRB | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000377_CT_FIRB | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000378_CT_FIRB | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000379_CT_FIRB | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000380_CT_FIRB | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000381_CT_FIRB | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000382_CT_FIRB | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000383_CT_FIRB | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000384_CT_FIRB | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000385_CT_FIRB | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000386_CT_FIRB | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000387_CT_FIRB | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000388_CT_FIRB | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000389_CT_FIRB | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000390_CT_FIRB | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000391_CT_FIRB | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000392_CT_FIRB | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000393_CT_FIRB | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000394_CT_FIRB | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000395_CT_FIRB | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000396_CT_FIRB | 5299001X9L42HXEBCZ51 | 1188960-7 | | | | Ceconomy AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000397_CT_FIRB | 529900ZYVEIYJRO6TG34 | 3328361-5 | | | | Meyer Werft GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000398_CT_FIRB | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000399_CT_FIRB | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000400_CT_FIRB | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000401_CT_FIRB | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000402_CT_FIRB | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000403_CT_FIRB | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000404_CT_FIRB | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000405_CT_FIRB | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000406_CT_FIRB | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000407_CT_FIRB | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000408_CT_FIRB | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000409_CT_FIRB | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000410_CT_FIRB | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000411_CT_FIRB | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000412_CT_FIRB | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000413_CT_FIRB | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000414_CT_FIRB | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000415_CT_FIRB | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000416_CT_FIRB | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000417_CT_FIRB | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | IHO Verwaltungs GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000418_CT_FIRB | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000419_CT_FIRB | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000420_CT_FIRB | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000421_CT_FIRB | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000422_CT_FIRB | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000423_CT_FIRB | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000424_CT_FIRB | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000425_CT_FIRB | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000426_CT_FIRB | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000427_CT_FIRB | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000428_CT_FIRB | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000429_CT_FIRB | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000430_CT_FIRB | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000431_CT_FIRB | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000432_CT_FIRB | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000433_CT_FIRB | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000434_CT_FIRB | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000435_CT_FIRB | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000436_CT_FIRB | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000437_CT_FIRB | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000438_CT_FIRB | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000439_CT_FIRB | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000440_CT_FIRB | XQMNIROSQAS7Y9TT7I97 | 2515082-2 | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000441_CT_FIRB | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000442_CT_FIRB | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000443_CT_FIRB | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000444_CT_FIRB | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000445_CT_FIRB | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH & Co.

KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000446_CT_FIRB | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000447_CT_FIRB | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000448_CT_FIRB | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000449_CT_FIRB | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000450_CT_FIRB | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000451_CT_FIRB | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000452_CT_FIRB | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000453_CT_FIRB | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000454_CT_FIRB | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000455_CT_FIRB | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000456_CT_FIRB | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000457_CT_FIRB | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000458_CT_FIRB | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000459_CT_FIRB | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000460_CT_FIRB | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000461_CT_FIRB | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000462_CT_FIRB | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000463_CT_FIRB | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000464_CT_FIRB | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000465_CT_FIRB | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000466_CT_FIRB | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000467_CT_FIRB | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000468_CT_FIRB | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000469_CT_FIRB | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000470_CT_FIRB | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000471_CT_FIRB | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000472_CT_FIRB | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000473_CT_FIRB | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000474_CT_FIRB | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000475_CT_FIRB | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000476_CT_FIRB | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000477_CT_FIRB | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000478_CT_FIRB | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000479_CT_FIRB | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000480_CT_FIRB | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000481_CT_FIRB | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000482_CT_FIRB | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000483_CT_FIRB | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000484_CT_FIRB | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000485_CT_FIRB | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000486_CT_FIRB | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000487_CT_FIRB | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000488_CT_FIRB | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000489_CT_FIRB | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000490_CT_FIRB | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000491_CT_FIRB | 549300RIPHN847476O42 | | | | | J. LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000492_CT_FIRB | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000493_CT_FIRB | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000494_CT_FIRB | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000495_CT_FIRB | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000496_CT_FIRB | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000497_CT_FIRB | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000498_CT_FIRB | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000499_CT_FIRB | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000500_CT_FIRB | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000501_CT_FIRB | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000502_CT_FIRB | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000503_CT_FIRB | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000504_CT_FIRB | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000505_CT_FIRB | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000506_CT_FIRB | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000507_CT_FIRB | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000508_CT_FIRB | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000509_CT_FIRB | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000510_CT_FIRB | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000511_CT_FIRB | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000512_CT_FIRB | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000513_CT_FIRB | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000514_CT_FIRB | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000515_CT_FIRB | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000516_CT_FIRB | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000517_CT_FIRB | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000518_CT_FIRB | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000519_CT_FIRB | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000520_CT_FIRB | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000521_CT_FIRB | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000522_CT_FIRB | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000523_CT_FIRB | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000524_CT_FIRB | 95980020140005800000 | | | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000525_CT_FIRB | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000526_CT_FIRB | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000527_CT_FIRB | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000528_CT_FIRB | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000529_CT_FIRB | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000530_CT_FIRB | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000531_CT_FIRB | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000532_CT_FIRB | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000533_CT_FIRB | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000534_CT_FIRB | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000535_CT_FIRB | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000536_CT_FIRB | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000537_CT_FIRB | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000538_CT_FIRB | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000539_CT_FIRB | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000540_CT_FIRB | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000541_CT_FIRB | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000542_CT_FIRB | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000543_CT_FIRB | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000544_CT_FIRB | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000545_CT_FIRB | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000546_CT_FIRB | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000547_CT_FIRB | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000548_CT_FIRB | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000549_CT_FIRB | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000550_CT_FIRB | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000551_CT_FIRB | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000552_CT_FIRB | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000553_CT_FIRB | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000554_CT_FIRB | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000555_CT_FIRB | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000556_CT_FIRB | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000557_CT_FIRB | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000558_CT_FIRB | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000559_CT_FIRB | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000560_CT_FIRB | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000561_CT_FIRB | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000562_CT_FIRB | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000563_CT_FIRB | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000564_CT_FIRB | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000565_CT_FIRB | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000566_CT_FIRB | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000567_CT_FIRB | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000568_CT_FIRB | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000569_CT_FIRB | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000570_CT_FIRB | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000571_CT_FIRB | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000572_CT_FIRB | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000573_CT_FIRB | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000574_CT_FIRB | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000575_CT_FIRB | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000576_CT_FIRB | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000577_CT_FIRB | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000578_CT_FIRB | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000579_CT_FIRB | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000580_CT_FIRB | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000581_CT_FIRB | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000582_CT_FIRB | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000583_CT_FIRB | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000584_CT_FIRB | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000585_CT_FIRB | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000586_CT_FIRB | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000587_CT_FIRB | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000588_CT_FIRB | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000589_CT_FIRB | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000590_CT_FIRB | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000591_CT_FIRB | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000592_CT_FIRB | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000593_CT_FIRB | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000594_CT_FIRB | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000595_CT_FIRB | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000596_CT_FIRB | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000597_CT_FIRB | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000598_CT_FIRB | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000599_CT_FIRB | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000600_CT_FIRB | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000601_CT_FIRB | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000602_CT_FIRB | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000603_CT_FIRB | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000604_CT_FIRB | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000605_CT_FIRB | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000606_CT_FIRB | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A.

(ADP) | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000607_CT_FIRB | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000608_CT_FIRB | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000609_CT_FIRB | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000610_CT_FIRB | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000611_CT_FIRB | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000612_CT_FIRB | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000613_CT_FIRB | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000614_CT_FIRB | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000615_CT_FIRB | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000616_CT_FIRB | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000617_CT_FIRB | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000618_CT_FIRB | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000619_CT_FIRB | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000620_CT_FIRB | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000621_CT_FIRB | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000622_CT_FIRB | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000623_CT_FIRB | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD - PERRACHON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000624_CT_FIRB | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000625_CT_FIRB | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000626_CT_FIRB | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000627_CT_FIRB | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000628_CT_FIRB | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000629_CT_FIRB | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000630_CT_FIRB | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000631_CT_FIRB | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000632_CT_FIRB | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000633_CT_FIRB | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000634_CT_FIRB | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000635_CT_FIRB | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000636_CT_FIRB | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000637_CT_FIRB | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000638_CT_FIRB | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000639_CT_FIRB | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000640_CT_FIRB | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000641_CT_FIRB | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000642_CT_FIRB | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000643_CT_FIRB | 52990087UKA0U2TO8412 | | | | | AIRBUS HELICOPTERS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000645_CT_FIRB | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000646_CT_FIRB | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000647_CT_FIRB | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000648_CT_FIRB | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000649_CT_FIRB | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000650_CT_FIRB | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000651_CT_FIRB | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000652_CT_FIRB | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000653_CT_FIRB | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000654_CT_FIRB | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000655_CT_FIRB | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000656_CT_FIRB | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000657_CT_FIRB | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000658_CT_FIRB | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000659_CT_FIRB | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000660_CT_FIRB | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000661_CT_FIRB | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000662_CT_FIRB | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000663_CT_FIRB | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000664_CT_FIRB | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000665_CT_FIRB | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000666_CT_FIRB | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000667_CT_FIRB | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000668_CT_FIRB | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000669_CT_FIRB | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000670_CT_FIRB | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000671_CT_FIRB | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000672_CT_FIRB | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000673_CT_FIRB | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000674_CT_FIRB | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000675_CT_FIRB | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000676_CT_FIRB | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000677_CT_FIRB | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000678_CT_FIRB | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000679_CT_FIRB | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000680_CT_FIRB | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000681_CT_FIRB | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000682_CT_FIRB | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000683_CT_FIRB | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000684_CT_FIRB | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000685_CT_FIRB | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000686_CT_FIRB | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000687_CT_FIRB | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000688_CT_FIRB | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000689_CT_FIRB | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000690_CT_FIRB | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000691_CT_FIRB | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000692_CT_FIRB | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000693_CT_FIRB | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000694_CT_FIRB | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000695_CT_FIRB | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000696_CT_FIRB | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000697_CT_FIRB | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000698_CT_FIRB | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000699_CT_FIRB | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000700_CT_FIRB | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000701_CT_FIRB | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000702_CT_FIRB | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000703_CT_FIRB | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000704_CT_FIRB | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000705_CT_FIRB | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000706_CT_FIRB | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000707_CT_FIRB | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000708_CT_FIRB | 969500A4MXJ3ESPHK698 | | | | | SNCF MOBILITES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000709_CT_FIRB | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000710_CT_FIRB | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000711_CT_FIRB | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000712_CT_FIRB | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000713_CT_FIRB | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000714_CT_FIRB | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000715_CT_FIRB | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000716_CT_FIRB | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000717_CT_FIRB | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000718_CT_FIRB | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000719_CT_FIRB | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000720_CT_FIRB | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000721_CT_FIRB | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000722_CT_FIRB | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000723_CT_FIRB | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000724_CT_FIRB | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000725_CT_FIRB | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000726_CT_FIRB | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000727_CT_FIRB | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000728_CT_FIRB | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000729_CT_FIRB | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000730_CT_FIRB | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000731_CT_FIRB | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000732_CT_FIRB | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000733_CT_FIRB | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000734_CT_FIRB | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No.

1 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000735_CT_FIRB | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000736_CT_FIRB | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000737_CT_FIRB | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000738_CT_FIRB | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000739_CT_FIRB | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000740_CT_FIRB | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000741_CT_FIRB | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000742_CT_FIRB | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000743_CT_FIRB | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000744_CT_FIRB | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000745_CT_FIRB | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000746_CT_FIRB | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000747_CT_FIRB | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000748_CT_FIRB | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000749_CT_FIRB | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000750_CT_FIRB | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000751_CT_FIRB | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000752_CT_FIRB | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000753_CT_FIRB | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000754_CT_FIRB | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000755_CT_FIRB | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000756_CT_FIRB | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000757_CT_FIRB | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000758_CT_FIRB | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000759_CT_FIRB | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000760_CT_FIRB | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000761_CT_FIRB | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000762_CT_FIRB | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000763_CT_FIRB | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000764_CT_FIRB | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000765_CT_FIRB | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000766_CT_FIRB | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000767_CT_FIRB | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000768_CT_FIRB | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000769_CT_FIRB | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000770_CT_FIRB | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000771_CT_FIRB | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000772_CT_FIRB | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000773_CT_FIRB | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000774_CT_FIRB | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000775_CT_FIRB | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000776_CT_FIRB | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000777_CT_FIRB | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000778_CT_FIRB | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000779_CT_FIRB | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000780_CT_FIRB | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000781_CT_FIRB | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000782_CT_FIRB | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000783_CT_FIRB | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000784_CT_FIRB | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000785_CT_FIRB | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000786_CT_FIRB | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000787_CT_FIRB | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000788_CT_FIRB | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000789_CT_FIRB | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000790_CT_FIRB | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000791_CT_FIRB | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000792_CT_FIRB | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000793_CT_FIRB | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000794_CT_FIRB | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000795_CT_FIRB | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000796_CT_FIRB | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000797_CT_FIRB | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000798_CT_FIRB | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000799_CT_FIRB | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000800_CT_FIRB | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000801_CT_FIRB | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000802_CT_FIRB | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000803_CT_FIRB | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000804_CT_FIRB | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000805_CT_FIRB | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000806_CT_FIRB | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000807_CT_FIRB | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000808_CT_FIRB | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000809_CT_FIRB | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000810_CT_FIRB | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000811_CT_FIRB | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000812_CT_FIRB | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000813_CT_FIRB | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000814_CT_FIRB | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000815_CT_FIRB | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000816_CT_FIRB | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000817_CT_FIRB | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000818_CT_FIRB | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000819_CT_FIRB | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000820_CT_FIRB | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000821_CT_FIRB | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000822_CT_FIRB | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000823_CT_FIRB | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000824_CT_FIRB | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000825_CT_FIRB | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000826_CT_FIRB | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000827_CT_FIRB | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000828_CT_FIRB | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000829_CT_FIRB | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000830_CT_FIRB | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000831_CT_FIRB | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000832_CT_FIRB | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000833_CT_FIRB | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000834_CT_FIRB | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000835_CT_FIRB | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000836_CT_FIRB | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000837_CT_FIRB | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000838_CT_FIRB | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000839_CT_FIRB | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000840_CT_FIRB | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000841_CT_FIRB | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000842_CT_FIRB | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000843_CT_FIRB | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000844_CT_FIRB | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000845_CT_FIRB | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000846_CT_FIRB | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000847_CT_FIRB | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000848_CT_FIRB | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000849_CT_FIRB | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000850_CT_FIRB | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000851_CT_FIRB | 213800HX7FMPA2CIEF02 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000852_CT_FIRB | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000853_CT_FIRB | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000854_CT_FIRB | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0000855_CT_FIRB | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co.

International plc | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000856_CT_FIRB | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000857_CT_FIRB | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000858_CT_FIRB | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000859_CT_FIRB | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000860_CT_FIRB | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000861_CT_FIRB | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000862_CT_FIRB | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000863_CT_FIRB | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000864_CT_FIRB | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000865_CT_FIRB | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000866_CT_FIRB | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000867_CT_FIRB | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000868_CT_FIRB | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000869_CT_FIRB | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000870_CT_FIRB | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000871_CT_FIRB | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000872_CT_FIRB | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000873_CT_FIRB | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000874_CT_FIRB | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000875_CT_FIRB | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000876_CT_FIRB | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000877_CT_FIRB | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000878_CT_FIRB | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000879_CT_FIRB | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000880_CT_FIRB | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000881_CT_FIRB | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000882_CT_FIRB | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000883_CT_FIRB | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000884_CT_FIRB | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000885_CT_FIRB | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000886_CT_FIRB | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000887_CT_FIRB | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000888_CT_FIRB | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000889_CT_FIRB | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000890_CT_FIRB | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000891_CT_FIRB | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000892_CT_FIRB | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000893_CT_FIRB | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000894_CT_FIRB | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000895_CT_FIRB | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000896_CT_FIRB | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000897_CT_FIRB | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000898_CT_FIRB | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000899_CT_FIRB | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000900_CT_FIRB | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000901_CT_FIRB | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000902_CT_FIRB | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000903_CT_FIRB | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000904_CT_FIRB | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000905_CT_FIRB | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000906_CT_FIRB | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000907_CT_FIRB | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000908_CT_FIRB | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000909_CT_FIRB | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000910_CT_FIRB | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000911_CT_FIRB | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000912_CT_FIRB | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000913_CT_FIRB | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000914_CT_FIRB | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000915_CT_FIRB | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000916_CT_FIRB | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000917_CT_FIRB | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000918_CT_FIRB | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000919_CT_FIRB | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000920_CT_FIRB | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000921_CT_FIRB | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000922_CT_FIRB | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000923_CT_FIRB | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000924_CT_FIRB | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000925_CT_FIRB | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000926_CT_FIRB | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000927_CT_FIRB | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000928_CT_FIRB | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000929_CT_FIRB | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000930_CT_FIRB | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000931_CT_FIRB | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000932_CT_FIRB | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000933_CT_FIRB | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000934_CT_FIRB | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000935_CT_FIRB | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000936_CT_FIRB | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000937_CT_FIRB | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000938_CT_FIRB | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000939_CT_FIRB | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000940_CT_FIRB | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000941_CT_FIRB | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000942_CT_FIRB | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000943_CT_FIRB | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000944_CT_FIRB | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000945_CT_FIRB | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000946_CT_FIRB | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000947_CT_FIRB | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000948_CT_FIRB | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000949_CT_FIRB | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000950_CT_FIRB | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000951_CT_FIRB | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000952_CT_FIRB | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000953_CT_FIRB | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000954_CT_FIRB | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000955_CT_FIRB | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000956_CT_FIRB | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000957_CT_FIRB | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000958_CT_FIRB | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000959_CT_FIRB | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000960_CT_FIRB | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000961_CT_FIRB | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000962_CT_FIRB | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000963_CT_FIRB | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000964_CT_FIRB | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000965_CT_FIRB | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000966_CT_FIRB | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000967_CT_FIRB | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000968_CT_FIRB | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000969_CT_FIRB | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000970_CT_FIRB | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000971_CT_FIRB | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000972_CT_FIRB | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000973_CT_FIRB | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000974_CT_FIRB | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000975_CT_FIRB | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000976_CT_FIRB | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000977_CT_FIRB | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000978_CT_FIRB | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000979_CT_FIRB | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000980_CT_FIRB | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000981_CT_FIRB | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000982_CT_FIRB | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000983_CT_FIRB | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000984_CT_FIRB | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA - SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000985_CT_FIRB | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000986_CT_FIRB | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000987_CT_FIRB | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000988_CT_FIRB | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000989_CT_FIRB | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000990_CT_FIRB | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000991_CT_FIRB | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000993_CT_FIRB | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000994_CT_FIRB | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000995_CT_FIRB | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000996_CT_FIRB | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000997_CT_FIRB | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000998_CT_FIRB | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000999_CT_FIRB | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001000_CT_FIRB | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001001_CT_FIRB | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001002_CT_FIRB | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001003_CT_FIRB | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001004_CT_FIRB | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001005_CT_FIRB | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001006_CT_FIRB | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001007_CT_FIRB | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001008_CT_FIRB | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001009_CT_FIRB | 8156004604684CA44A90 | | | | | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001011_CT_FIRB | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001012_CT_FIRB | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001013_CT_FIRB | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001014_CT_FIRB | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001015_CT_FIRB | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001016_CT_FIRB | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001017_CT_FIRB | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A.

| IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001018_CT_FIRB | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001019_CT_FIRB | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001020_CT_FIRB | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001021_CT_FIRB | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001022_CT_FIRB | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001023_CT_FIRB | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001024_CT_FIRB | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001025_CT_FIRB | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001026_CT_FIRB | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001027_CT_FIRB | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001028_CT_FIRB | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001029_CT_FIRB | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001030_CT_FIRB | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001031_CT_FIRB | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001032_CT_FIRB | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001033_CT_FIRB | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001034_CT_FIRB | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA - S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001035_CT_FIRB | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001036_CT_FIRB | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001038_CT_FIRB | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001039_CT_FIRB | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001040_CT_FIRB | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001041_CT_FIRB | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001042_CT_FIRB | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001043_CT_FIRB | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001044_CT_FIRB | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001045_CT_FIRB | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001046_CT_FIRB | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001047_CT_FIRB | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001048_CT_FIRB | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001049_CT_FIRB | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001050_CT_FIRB | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001051_CT_FIRB | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001052_CT_FIRB | | 5012487 | 8850400154 | | | SACAL - SOCIETA' ALLUMINIO CARISIO - S.P | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001053_CT_FIRB | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001054_CT_FIRB | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001055_CT_FIRB | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001056_CT_FIRB | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001057_CT_FIRB | | 6524595 | 3957900487 | | | SAMMONTANA - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001058_CT_FIRB | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001059_CT_FIRB | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001060_CT_FIRB | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001061_CT_FIRB | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001062_CT_FIRB | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001063_CT_FIRB | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001064_CT_FIRB | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001065_CT_FIRB | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001066_CT_FIRB | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001067_CT_FIRB | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001068_CT_FIRB | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001069_CT_FIRB | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001070_CT_FIRB | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001071_CT_FIRB | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001072_CT_FIRB | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001073_CT_FIRB | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI - FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001074_CT_FIRB | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001075_CT_FIRB | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001076_CT_FIRB | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001077_CT_FIRB | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001078_CT_FIRB | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001079_CT_FIRB | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001080_CT_FIRB | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001081_CT_FIRB | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001082_CT_FIRB | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001083_CT_FIRB | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001084_CT_FIRB | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001085_CT_FIRB | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001086_CT_FIRB | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001087_CT_FIRB | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001088_CT_FIRB | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001089_CT_FIRB | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001090_CT_FIRB | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001091_CT_FIRB | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001092_CT_FIRB | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001093_CT_FIRB | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001094_CT_FIRB | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001095_CT_FIRB | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001096_CT_FIRB | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001097_CT_FIRB | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001098_CT_FIRB | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001099_CT_FIRB | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001100_CT_FIRB | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001101_CT_FIRB | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001102_CT_FIRB | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB "Kauno grūdai" | LT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001103_CT_FIRB | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001104_CT_FIRB | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001105_CT_FIRB | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001106_CT_FIRB | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001107_CT_FIRB | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001108_CT_FIRB | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001109_CT_FIRB | 529900W1S8TJDDH8YB29 | | | | | Encevo S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001110_CT_FIRB | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001111_CT_FIRB | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001112_CT_FIRB | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001113_CT_FIRB | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001114_CT_FIRB | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001115_CT_FIRB | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001116_CT_FIRB | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001117_CT_FIRB | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001118_CT_FIRB | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001119_CT_FIRB | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001120_CT_FIRB | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001121_CT_FIRB | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001122_CT_FIRB | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001123_CT_FIRB | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001124_CT_FIRB | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001125_CT_FIRB | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001126_CT_FIRB | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001127_CT_FIRB | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001128_CT_FIRB | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001129_CT_FIRB | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001130_CT_FIRB | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001131_CT_FIRB | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001132_CT_FIRB | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001133_CT_FIRB | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001134_CT_FIRB | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001135_CT_FIRB | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001136_CT_FIRB | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001137_CT_FIRB | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001138_CT_FIRB | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001139_CT_FIRB | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001140_CT_FIRB | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001142_CT_FIRB | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001143_CT_FIRB | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001144_CT_FIRB | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001145_CT_FIRB | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001146_CT_FIRB | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001147_CT_FIRB | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001148_CT_FIRB | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001149_CT_FIRB | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001150_CT_FIRB | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001151_CT_FIRB | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001152_CT_FIRB | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001153_CT_FIRB | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001154_CT_FIRB | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001155_CT_FIRB | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001156_CT_FIRB | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001157_CT_FIRB | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001158_CT_FIRB | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001159_CT_FIRB | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001160_CT_FIRB | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001161_CT_FIRB | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001162_CT_FIRB | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001163_CT_FIRB | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001164_CT_FIRB | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001165_CT_FIRB | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001166_CT_FIRB | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001167_CT_FIRB | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001168_CT_FIRB | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001169_CT_FIRB | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001170_CT_FIRB | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001171_CT_FIRB | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001172_CT_FIRB | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001173_CT_FIRB | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001174_CT_FIRB | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001175_CT_FIRB | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001176_CT_FIRB | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001177_CT_FIRB | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001178_CT_FIRB | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001179_CT_FIRB | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V.

| NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001180_CT_FIRB | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001181_CT_FIRB | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001182_CT_FIRB | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001183_CT_FIRB | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001184_CT_FIRB | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001185_CT_FIRB | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001186_CT_FIRB | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001187_CT_FIRB | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001188_CT_FIRB | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001189_CT_FIRB | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001190_CT_FIRB | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001191_CT_FIRB | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001192_CT_FIRB | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001193_CT_FIRB | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001194_CT_FIRB | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001195_CT_FIRB | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001196_CT_FIRB | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001197_CT_FIRB | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001198_CT_FIRB | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001199_CT_FIRB | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001200_CT_FIRB | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001201_CT_FIRB | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001202_CT_FIRB | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001203_CT_FIRB | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001204_CT_FIRB | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001205_CT_FIRB | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001206_CT_FIRB | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001207_CT_FIRB | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001208_CT_FIRB | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001209_CT_FIRB | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001210_CT_FIRB | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001211_CT_FIRB | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001212_CT_FIRB | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001213_CT_FIRB | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001214_CT_FIRB | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001215_CT_FIRB | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001216_CT_FIRB | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001217_CT_FIRB | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001218_CT_FIRB | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001219_CT_FIRB | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001220_CT_FIRB | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001221_CT_FIRB | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001222_CT_FIRB | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001223_CT_FIRB | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001224_CT_FIRB | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001225_CT_FIRB | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001226_CT_FIRB | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001227_CT_FIRB | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001228_CT_FIRB | 724500L44K67W7UW1C59 | | | | | TomTom International B.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001229_CT_FIRB | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001230_CT_FIRB | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001231_CT_FIRB | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001232_CT_FIRB | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001234_CT_FIRB | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001235_CT_FIRB | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001236_CT_FIRB | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001237_CT_FIRB | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001238_CT_FIRB | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001239_CT_FIRB | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001240_CT_FIRB | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001241_CT_FIRB | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001242_CT_FIRB | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001243_CT_FIRB | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001244_CT_FIRB | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001245_CT_FIRB | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001246_CT_FIRB | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001247_CT_FIRB | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001248_CT_FIRB | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001249_CT_FIRB | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001250_CT_FIRB | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001251_CT_FIRB | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001252_CT_FIRB | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001253_CT_FIRB | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001254_CT_FIRB | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001255_CT_FIRB | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001256_CT_FIRB | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001257_CT_FIRB | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001258_CT_FIRB | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001259_CT_FIRB | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001260_CT_FIRB | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001261_CT_FIRB | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001262_CT_FIRB | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001263_CT_FIRB | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001264_CT_FIRB | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001265_CT_FIRB | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001266_CT_FIRB | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001267_CT_FIRB | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001268_CT_FIRB | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001269_CT_FIRB | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001270_CT_FIRB | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP - Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001271_CT_FIRB | 529900LOXJVWGOH84656 | | 503293695 | | | EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001272_CT_FIRB | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001273_CT_FIRB | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001274_CT_FIRB | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA - SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001275_CT_FIRB | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001276_CT_FIRB | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001277_CT_FIRB | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001278_CT_FIRB | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001279_CT_FIRB | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001280_CT_FIRB | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001281_CT_FIRB | | | 507979265 | | | OPWAY - SGPS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001282_CT_FIRB | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001283_CT_FIRB | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001284_CT_FIRB | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001285_CT_FIRB | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001286_CT_FIRB | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001287_CT_FIRB | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001288_CT_FIRB | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001289_CT_FIRB | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001290_CT_FIRB | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001291_CT_FIRB | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001292_CT_FIRB | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001293_CT_FIRB | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001294_CT_FIRB | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001295_CT_FIRB | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001296_CT_FIRB | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001297_CT_FIRB | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001298_CT_FIRB | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001299_CT_FIRB | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001300_CT_FIRB | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V.

(The) | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001301_CT_FIRB | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001302_CT_FIRB | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001303_CT_FIRB | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001304_CT_FIRB | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001305_CT_FIRB | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001306_CT_FIRB | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001307_CT_FIRB | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001308_CT_FIRB | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001309_CT_FIRB | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001310_CT_FIRB | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001311_CT_FIRB | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001312_CT_FIRB | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001313_CT_FIRB | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001314_CT_FIRB | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001315_CT_FIRB | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001316_CT_FIRB | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001317_CT_FIRB | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001318_CT_FIRB | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001319_CT_FIRB | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001320_CT_FIRB | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001321_CT_FIRB | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001322_CT_FIRB | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001323_CT_FIRB | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001324_CT_FIRB | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001325_CT_FIRB | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001326_CT_FIRB | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001327_CT_FIRB | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001328_CT_FIRB | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001329_CT_FIRB | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001330_CT_FIRB | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001331_CT_FIRB | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001332_CT_FIRB | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001333_CT_FIRB | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001334_CT_FIRB | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001335_CT_FIRB | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001336_CT_FIRB | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001337_CT_FIRB | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001338_CT_FIRB | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001339_CT_FIRB | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001340_CT_FIRB | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001341_CT_FIRB | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001342_CT_FIRB | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001343_CT_FIRB | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001344_CT_FIRB | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001345_CT_FIRB | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001346_CT_FIRB | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001347_CT_FIRB | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001348_CT_FIRB | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001349_CT_FIRB | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001350_CT_FIRB | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001351_CT_FIRB | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001352_CT_FIRB | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001353_CT_FIRB | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001354_CT_FIRB | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001355_CT_FIRB | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001356_CT_FIRB | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001357_CT_FIRB | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001358_CT_FIRB | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001359_CT_FIRB | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001360_CT_FIRB | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001361_CT_FIRB | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001362_CT_FIRB | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001363_CT_FIRB | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001364_CT_FIRB | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001365_CT_FIRB | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001366_CT_FIRB | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001367_CT_FIRB | 549300QOGMPTKB6W7G56 | | 1.07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001368_CT_FIRB | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001369_CT_FIRB | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001370_CT_FIRB | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001371_CT_FIRB | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001372_CT_FIRB | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001373_CT_FIRB | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001374_CT_FIRB | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001375_CT_FIRB | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001376_CT_FIRB | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001377_CT_FIRB | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001378_CT_FIRB | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001379_CT_FIRB | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001380_CT_FIRB | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001381_CT_FIRB | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001382_CT_FIRB | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001383_CT_FIRB | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001384_CT_FIRB | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001385_CT_FIRB | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001386_CT_FIRB | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001387_CT_FIRB | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001388_CT_FIRB | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001389_CT_FIRB | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001390_CT_FIRB | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001391_CT_FIRB | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001392_CT_FIRB | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001393_CT_FIRB | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001394_CT_FIRB | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001395_CT_FIRB | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001396_CT_FIRB | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001397_CT_FIRB | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001398_CT_FIRB | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001399_CT_FIRB | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001400_CT_FIRB | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001401_CT_FIRB | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001402_CT_FIRB | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001403_CT_FIRB | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001404_CT_FIRB | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001405_CT_FIRB | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001406_CT_FIRB | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001407_CT_FIRB | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001408_CT_FIRB | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001409_CT_FIRB | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001410_CT_FIRB | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001411_CT_FIRB | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001412_CT_FIRB | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001413_CT_FIRB | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001414_CT_FIRB | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001415_CT_FIRB | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001416_CT_FIRB | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001417_CT_FIRB | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001418_CT_FIRB | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001419_CT_FIRB | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001420_CT_FIRB | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001421_CT_FIRB | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001422_CT_FIRB | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001423_CT_FIRB | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001424_CT_FIRB | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001425_CT_FIRB | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001426_CT_FIRB | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001427_CT_FIRB | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001428_CT_FIRB | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001429_CT_FIRB | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001430_CT_FIRB | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001431_CT_FIRB | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001432_CT_FIRB | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001433_CT_FIRB | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001434_CT_FIRB | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001435_CT_FIRB | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001436_CT_FIRB | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001437_CT_FIRB | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001438_CT_FIRB | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001439_CT_FIRB | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001440_CT_FIRB | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001441_CT_FIRB | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001442_CT_FIRB | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001443_CT_FIRB | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001444_CT_FIRB | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001445_CT_FIRB | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001446_CT_FIRB | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001447_CT_FIRB | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001448_CT_FIRB | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001449_CT_FIRB | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001450_CT_FIRB | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001451_CT_FIRB | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001452_CT_FIRB | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001453_CT_FIRB | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001454_CT_FIRB | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001455_CT_FIRB | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001456_CT_FIRB | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001457_CT_FIRB | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001458_CT_FIRB | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001459_CT_FIRB | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001460_CT_FIRB | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001461_CT_FIRB | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc.

| US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001462_CT_FIRB | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001463_CT_FIRB | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001464_CT_FIRB | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001465_CT_FIRB | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001466_CT_FIRB | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001467_CT_FIRB | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001468_CT_FIRB | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001469_CT_FIRB | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001470_CT_FIRB | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001471_CT_FIRB | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001472_CT_FIRB | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001473_CT_FIRB | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001474_CT_FIRB | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001475_CT_FIRB | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001476_CT_FIRB | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001477_CT_FIRB | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001478_CT_FIRB | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001479_CT_FIRB | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001480_CT_FIRB | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001481_CT_FIRB | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001482_CT_FIRB | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001483_CT_FIRB | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001484_CT_FIRB | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001485_CT_FIRB | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001486_CT_FIRB | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001487_CT_FIRB | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001488_CT_FIRB | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001489_CT_FIRB | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001490_CT_FIRB | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001491_CT_FIRB | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001492_CT_FIRB | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001493_CT_FIRB | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001494_CT_FIRB | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001495_CT_FIRB | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001496_CT_FIRB | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001497_CT_FIRB | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001498_CT_FIRB | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001499_CT_FIRB | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001500_CT_FIRB | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001501_CT_FIRB | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001502_CT_FIRB | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001503_CT_FIRB | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001504_CT_FIRB | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001505_CT_FIRB | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001506_CT_FIRB | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001507_CT_FIRB | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001508_CT_FIRB | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001509_CT_FIRB | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001510_CT_FIRB | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001511_CT_FIRB | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001512_CT_FIRB | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001513_CT_FIRB | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001514_CT_FIRB | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001515_CT_FIRB | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001516_CT_FIRB | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001517_CT_FIRB | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001518_CT_FIRB | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001519_CT_FIRB | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001520_CT_FIRB | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001521_CT_FIRB | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001522_CT_FIRB | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001523_CT_FIRB | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001524_CT_FIRB | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001525_CT_FIRB | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001526_CT_FIRB | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001527_CT_FIRB | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001528_CT_FIRB | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001529_CT_FIRB | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001530_CT_FIRB | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001531_CT_FIRB | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001532_CT_FIRB | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001533_CT_FIRB | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001534_CT_FIRB | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001535_CT_FIRB | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001536_CT_FIRB | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001537_CT_FIRB | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001538_CT_FIRB | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001539_CT_FIRB | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001540_CT_FIRB | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001541_CT_FIRB | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001542_CT_FIRB | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001543_CT_FIRB | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001544_CT_FIRB | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001545_CT_FIRB | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001546_CT_FIRB | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001547_CT_FIRB | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001548_CT_FIRB | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001549_CT_FIRB | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001550_CT_FIRB | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001551_CT_FIRB | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001552_CT_FIRB | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001553_CT_FIRB | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001554_CT_FIRB | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001555_CT_FIRB | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001556_CT_FIRB | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001557_CT_FIRB | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001558_CT_FIRB | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001559_CT_FIRB | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001560_CT_FIRB | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001561_CT_FIRB | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001562_CT_FIRB | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001563_CT_FIRB | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001564_CT_FIRB | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001565_CT_FIRB | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001566_CT_FIRB | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001567_CT_FIRB | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001568_CT_FIRB | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001569_CT_FIRB | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001570_CT_FIRB | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001571_CT_FIRB | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001572_CT_FIRB | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001573_CT_FIRB | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001574_CT_FIRB | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001575_CT_FIRB | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001576_CT_FIRB | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001577_CT_FIRB | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001578_CT_FIRB | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001579_CT_FIRB | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001580_CT_FIRB | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001581_CT_FIRB | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001582_CT_FIRB | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001583_CT_FIRB | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001584_CT_FIRB | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001585_CT_FIRB | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001586_CT_FIRB | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001587_CT_FIRB | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001588_CT_FIRB | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001589_CT_FIRB | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001590_CT_FIRB | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001591_CT_FIRB | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001592_CT_FIRB | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001593_CT_FIRB | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001594_CT_FIRB | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001595_CT_FIRB | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001596_CT_FIRB | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001597_CT_FIRB | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001598_CT_FIRB | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001599_CT_FIRB | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001600_CT_FIRB | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001601_CT_FIRB | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001602_CT_FIRB | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001603_CT_FIRB | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001604_CT_FIRB | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001605_CT_FIRB | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001606_CT_FIRB | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001607_CT_FIRB | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001608_CT_FIRB | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001609_CT_FIRB | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001610_CT_FIRB | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001611_CT_FIRB | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001612_CT_FIRB | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001613_CT_FIRB | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001614_CT_FIRB | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001615_CT_FIRB | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001617_CT_FIRB | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001618_CT_FIRB | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001619_CT_FIRB | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001620_CT_FIRB | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001621_CT_FIRB | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001623_CT_FIRB | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001624_CT_FIRB | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001625_CT_FIRB | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P.

| US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001626_CT_FIRB | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001627_CT_FIRB | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001628_CT_FIRB | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001629_CT_FIRB | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001630_CT_FIRB | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001631_CT_FIRB | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001632_CT_FIRB | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001633_CT_FIRB | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001634_CT_FIRB | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001635_CT_FIRB | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001636_CT_FIRB | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001637_CT_FIRB | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001638_CT_FIRB | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001639_CT_FIRB | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001640_CT_FIRB | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001641_CT_FIRB | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001642_CT_FIRB | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001643_CT_FIRB | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001644_CT_FIRB | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001645_CT_FIRB | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001646_CT_FIRB | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001647_CT_FIRB | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001648_CT_FIRB | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001649_CT_FIRB | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001650_CT_FIRB | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001651_CT_FIRB | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001652_CT_FIRB | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001653_CT_FIRB | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001654_CT_FIRB | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001655_CT_FIRB | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001656_CT_FIRB | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001657_CT_FIRB | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001658_CT_FIRB | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001659_CT_FIRB | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001660_CT_FIRB | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001661_CT_FIRB | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001662_CT_FIRB | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001663_CT_FIRB | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001664_CT_FIRB | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001665_CT_FIRB | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001666_CT_FIRB | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001667_CT_FIRB | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO - NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001668_CT_FIRB | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett - Packard Belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001669_CT_FIRB | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001670_CT_FIRB | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001671_CT_FIRB | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001672_CT_FIRB | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001673_CT_FIRB | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001674_CT_FIRB | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001675_CT_FIRB | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001676_CT_FIRB | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001677_CT_FIRB | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001678_CT_FIRB | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001679_CT_FIRB | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001680_CT_FIRB | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001681_CT_FIRB | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001682_CT_FIRB | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001683_CT_FIRB | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001684_CT_FIRB | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001685_CT_FIRB | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001686_CT_FIRB | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001687_CT_FIRB | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001688_CT_FIRB | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001689_CT_FIRB | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001690_CT_FIRB | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001691_CT_FIRB | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001693_CT_FIRB | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001694_CT_FIRB | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001695_CT_FIRB | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001696_CT_FIRB | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001697_CT_FIRB | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische Rückversicherungs-Gesellschaft AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001698_CT_FIRB | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001699_CT_FIRB | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001700_CT_FIRB | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001701_CT_FIRB | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001702_CT_FIRB | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001703_CT_FIRB | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001704_CT_FIRB | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001705_CT_FIRB | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001706_CT_FIRB | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001707_CT_FIRB | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001708_CT_FIRB | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001709_CT_FIRB | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001710_CT_FIRB | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001711_CT_FIRB | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001712_CT_FIRB | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001713_CT_FIRB | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001714_CT_FIRB | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001715_CT_FIRB | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001716_CT_FIRB | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001717_CT_FIRB | | | | | 45793Z CI Equity | Chile | CL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001718_CT_FIRB | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001719_CT_FIRB | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001720_CT_FIRB | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001721_CT_FIRB | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001722_CT_FIRB | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001723_CT_FIRB | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001724_CT_FIRB | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001725_CT_FIRB | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001726_CT_FIRB | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001727_CT_FIRB | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001728_CT_FIRB | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001729_CT_FIRB | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001730_CT_FIRB | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001731_CT_FIRB | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001732_CT_FIRB | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001733_CT_FIRB | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001734_CT_FIRB | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001735_CT_FIRB | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001736_CT_FIRB | | | | | 3344606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001737_CT_FIRB | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001738_CT_FIRB | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001739_CT_FIRB | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001740_CT_FIRB | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001741_CT_FIRB | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001742_CT_FIRB | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001743_CT_FIRB | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001744_CT_FIRB | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001745_CT_FIRB | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001746_CT_FIRB | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001747_CT_FIRB | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001748_CT_FIRB | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001749_CT_FIRB | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001750_CT_FIRB | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001751_CT_FIRB | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001752_CT_FIRB | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001753_CT_FIRB | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001754_CT_FIRB | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001755_CT_FIRB | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001756_CT_FIRB | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001757_CT_FIRB | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001758_CT_FIRB | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001759_CT_FIRB | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001760_CT_FIRB | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001761_CT_FIRB | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001762_CT_FIRB | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001763_CT_FIRB | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001764_CT_FIRB | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001765_CT_FIRB | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001766_CT_FIRB | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001768_CT_FIRB | | | | | 3352Z US Equity | United States | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001769_CT_FIRB | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001770_CT_FIRB | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001771_CT_FIRB | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach GG_0001772_CT_FIRB | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001773_CT_FIRB | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001774_CT_FIRB | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001775_CT_FIRB | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001776_CT_FIRB | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001777_CT_FIRB | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001778_CT_FIRB | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001779_CT_FIRB | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001780_CT_FIRB | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001781_CT_FIRB | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001782_CT_FIRB | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001783_CT_FIRB | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001784_CT_FIRB | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001785_CT_FIRB | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001786_CT_FIRB | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001787_CT_FIRB | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001788_CT_FIRB | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp.

| US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001789_CT_FIRB | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001790_CT_FIRB | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001791_CT_FIRB | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001792_CT_FIRB | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001794_CT_FIRB | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001795_CT_FIRB | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001796_CT_FIRB | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001797_CT_FIRB | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001798_CT_FIRB | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001799_CT_FIRB | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001800_CT_FIRB | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001801_CT_FIRB | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001802_CT_FIRB | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001803_CT_FIRB | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001804_CT_FIRB | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001805_CT_FIRB | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001806_CT_FIRB | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001807_CT_FIRB | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001808_CT_FIRB | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001809_CT_FIRB | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001810_CT_FIRB | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001811_CT_FIRB | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001812_CT_FIRB | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001813_CT_FIRB | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001814_CT_FIRB | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001815_CT_FIRB | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001816_CT_FIRB | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001817_CT_FIRB | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001818_CT_FIRB | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001819_CT_FIRB | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001820_CT_FIRB | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001821_CT_FIRB | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001823_CT_FIRB | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001824_CT_FIRB | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001825_CT_FIRB | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001826_CT_FIRB | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001827_CT_FIRB | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001828_CT_FIRB | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001829_CT_FIRB | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001830_CT_FIRB | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001831_CT_FIRB | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001832_CT_FIRB | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001833_CT_FIRB | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001834_CT_FIRB | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001836_CT_FIRB | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001837_CT_FIRB | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001838_CT_FIRB | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001839_CT_FIRB | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001840_CT_FIRB | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001841_CT_FIRB | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001842_CT_FIRB | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001843_CT_FIRB | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001845_CT_FIRB | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001846_CT_FIRB | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001847_CT_FIRB | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001848_CT_FIRB | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001849_CT_FIRB | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001850_CT_FIRB | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001851_CT_FIRB | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001852_CT_FIRB | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001853_CT_FIRB | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001854_CT_FIRB | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001856_CT_FIRB | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001857_CT_FIRB | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001858_CT_FIRB | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001859_CT_FIRB | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001860_CT_FIRB | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001861_CT_FIRB | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001863_CT_FIRB | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001864_CT_FIRB | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001865_CT_FIRB | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001866_CT_FIRB | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001867_CT_FIRB | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001868_CT_FIRB | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001869_CT_FIRB | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001870_CT_FIRB | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001871_CT_FIRB | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001872_CT_FIRB | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001873_CT_FIRB | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001874_CT_FIRB | BFM8T61CT2L1QCEMIK50 | | | | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001875_CT_FIRB | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001876_CT_FIRB | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd. | SG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001877_CT_FIRB | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001878_CT_FIRB | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001879_CT_FIRB | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001880_CT_FIRB | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001881_CT_FIRB | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001882_CT_FIRB | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001883_CT_FIRB | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001884_CT_FIRB | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001885_CT_FIRB | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001886_CT_FIRB | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001887_CT_FIRB | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001888_CT_FIRB | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001889_CT_FIRB | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001890_CT_FIRB | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001891_CT_FIRB | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001892_CT_FIRB | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001893_CT_FIRB | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001894_CT_FIRB | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001895_CT_FIRB | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001896_CT_FIRB | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001897_CT_FIRB | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001898_CT_FIRB | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001899_CT_FIRB | QP3XKRKS0CX2T3O07L95 | | 02857033 | | | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001900_CT_FIRB | 549300ZT0RVWCG8T4L55 | | 03196171 | | | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001901_CT_FIRB | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | | RBC EUROPE | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001902_CT_FIRB | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001903_CT_FIRB | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001904_CT_FIRB | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001905_CT_FIRB | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001906_CT_FIRB | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001907_CT_FIRB | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001908_CT_FIRB | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001909_CT_FIRB | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A. | LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001910_CT_FIRB | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001911_CT_FIRB | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001912_CT_FIRB | G8ZTNESVNKW4NN761W05 | | KvK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001913_CT_FIRB | X3CZP3CK64YBHON1LE12 | | KvK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001914_CT_FIRB | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001915_CT_FIRB | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001916_CT_FIRB | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001917_CT_FIRB | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001918_CT_FIRB | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001919_CT_FIRB | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001920_CT_FIRB | 7H6GLXDRUGQFU57RNE97 | | KvK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001921_CT_FIRB | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000001_CT_AIRB | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000002_CT_AIRB | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000003_CT_AIRB | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000004_CT_AIRB | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000005_CT_AIRB | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000006_CT_AIRB | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000007_CT_AIRB | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000008_CT_AIRB | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000009_CT_AIRB | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000010_CT_AIRB | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000011_CT_AIRB | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000012_CT_AIRB | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000013_CT_AIRB | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000014_CT_AIRB | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000015_CT_AIRB | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000016_CT_AIRB | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000017_CT_AIRB | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000018_CT_AIRB | 54930060U4XOVED1T359 | | | | | OMV Gas Marketing & Trading GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000019_CT_AIRB | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000020_CT_AIRB | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000021_CT_AIRB | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000022_CT_AIRB | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000023_CT_AIRB | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000024_CT_AIRB | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000025_CT_AIRB | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000026_CT_AIRB | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000027_CT_AIRB | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000028_CT_AIRB | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000029_CT_AIRB | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000030_CT_AIRB | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000031_CT_AIRB | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000032_CT_AIRB | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000033_CT_AIRB | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000034_CT_AIRB | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000035_CT_AIRB | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H.

| AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000036_CT_AIRB | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000037_CT_AIRB | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000038_CT_AIRB | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000039_CT_AIRB | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000040_CT_AIRB | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB - Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000041_CT_AIRB | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000042_CT_AIRB | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000043_CT_AIRB | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000044_CT_AIRB | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000045_CT_AIRB | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000046_CT_AIRB | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000047_CT_AIRB | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000048_CT_AIRB | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000049_CT_AIRB | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000050_CT_AIRB | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000051_CT_AIRB | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000052_CT_AIRB | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000053_CT_AIRB | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000054_CT_AIRB | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000055_CT_AIRB | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000056_CT_AIRB | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000057_CT_AIRB | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000058_CT_AIRB | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000059_CT_AIRB | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000060_CT_AIRB | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000061_CT_AIRB | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000062_CT_AIRB | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000063_CT_AIRB | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000064_CT_AIRB | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000065_CT_AIRB | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000066_CT_AIRB | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000067_CT_AIRB | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000068_CT_AIRB | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000069_CT_AIRB | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000070_CT_AIRB | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000071_CT_AIRB | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000072_CT_AIRB | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000073_CT_AIRB | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000074_CT_AIRB | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000075_CT_AIRB | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000076_CT_AIRB | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000077_CT_AIRB | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000078_CT_AIRB | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000079_CT_AIRB | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000080_CT_AIRB | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000081_CT_AIRB | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000082_CT_AIRB | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000083_CT_AIRB | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000084_CT_AIRB | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000085_CT_AIRB | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000086_CT_AIRB | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000087_CT_AIRB | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000088_CT_AIRB | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000089_CT_AIRB | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000090_CT_AIRB | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000091_CT_AIRB | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000092_CT_AIRB | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000093_CT_AIRB | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000094_CT_AIRB | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000095_CT_AIRB | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000096_CT_AIRB | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000097_CT_AIRB | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000098_CT_AIRB | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000099_CT_AIRB | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000100_CT_AIRB | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize - Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000101_CT_AIRB | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000102_CT_AIRB | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000103_CT_AIRB | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000104_CT_AIRB | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000105_CT_AIRB | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000106_CT_AIRB | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000107_CT_AIRB | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000108_CT_AIRB | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000109_CT_AIRB | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000110_CT_AIRB | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000111_CT_AIRB | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000112_CT_AIRB | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000113_CT_AIRB | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000114_CT_AIRB | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000115_CT_AIRB | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000116_CT_AIRB | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000117_CT_AIRB | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000118_CT_AIRB | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000119_CT_AIRB | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000120_CT_AIRB | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000121_CT_AIRB | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000122_CT_AIRB | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000123_CT_AIRB | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000124_CT_AIRB | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000125_CT_AIRB | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000126_CT_AIRB | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000127_CT_AIRB | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000128_CT_AIRB | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000129_CT_AIRB | 529900PY79CWSUGVK810 | 249233 | | | | S.A. CORMAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000130_CT_AIRB | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000131_CT_AIRB | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000132_CT_AIRB | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000133_CT_AIRB | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000134_CT_AIRB | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000135_CT_AIRB | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000136_CT_AIRB | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000137_CT_AIRB | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000138_CT_AIRB | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000139_CT_AIRB | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000140_CT_AIRB | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000141_CT_AIRB | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000142_CT_AIRB | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000143_CT_AIRB | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000144_CT_AIRB | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000145_CT_AIRB | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000146_CT_AIRB | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000147_CT_AIRB | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000148_CT_AIRB | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000149_CT_AIRB | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000150_CT_AIRB | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000151_CT_AIRB | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000152_CT_AIRB | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000153_CT_AIRB | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000154_CT_AIRB | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000155_CT_AIRB | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000156_CT_AIRB | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000157_CT_AIRB | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000158_CT_AIRB | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000159_CT_AIRB | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000160_CT_AIRB | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000161_CT_AIRB | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000162_CT_AIRB | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000163_CT_AIRB | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000164_CT_AIRB | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. - PETROBRAS | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000165_CT_AIRB | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000166_CT_AIRB | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000167_CT_AIRB | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000168_CT_AIRB | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000169_CT_AIRB | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000170_CT_AIRB | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000171_CT_AIRB | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000172_CT_AIRB | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000173_CT_AIRB | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000174_CT_AIRB | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000175_CT_AIRB | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000176_CT_AIRB | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000177_CT_AIRB | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000178_CT_AIRB | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000179_CT_AIRB | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000180_CT_AIRB | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000181_CT_AIRB | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000182_CT_AIRB | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000183_CT_AIRB | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000184_CT_AIRB | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000185_CT_AIRB | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000186_CT_AIRB | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000187_CT_AIRB | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000188_CT_AIRB | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000189_CT_AIRB | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000190_CT_AIRB | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000191_CT_AIRB | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000192_CT_AIRB | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000193_CT_AIRB | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000194_CT_AIRB | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000195_CT_AIRB | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000196_CT_AIRB | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000197_CT_AIRB | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000198_CT_AIRB | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000199_CT_AIRB | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000200_CT_AIRB | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000201_CT_AIRB | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000202_CT_AIRB | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc.

| CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000203_CT_AIRB | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000204_CT_AIRB | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000205_CT_AIRB | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000206_CT_AIRB | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000207_CT_AIRB | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000208_CT_AIRB | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000209_CT_AIRB | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000210_CT_AIRB | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000211_CT_AIRB | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000212_CT_AIRB | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000213_CT_AIRB | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000214_CT_AIRB | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000215_CT_AIRB | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000216_CT_AIRB | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000217_CT_AIRB | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000218_CT_AIRB | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000219_CT_AIRB | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000220_CT_AIRB | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000221_CT_AIRB | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000222_CT_AIRB | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000223_CT_AIRB | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000224_CT_AIRB | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000225_CT_AIRB | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000226_CT_AIRB | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000227_CT_AIRB | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000228_CT_AIRB | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000229_CT_AIRB | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000230_CT_AIRB | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000231_CT_AIRB | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000232_CT_AIRB | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000233_CT_AIRB | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000234_CT_AIRB | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000235_CT_AIRB | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000236_CT_AIRB | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000237_CT_AIRB | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000238_CT_AIRB | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000239_CT_AIRB | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000240_CT_AIRB | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000241_CT_AIRB | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000242_CT_AIRB | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000243_CT_AIRB | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000244_CT_AIRB | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000245_CT_AIRB | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000246_CT_AIRB | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000247_CT_AIRB | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000248_CT_AIRB | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000249_CT_AIRB | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000250_CT_AIRB | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000251_CT_AIRB | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000252_CT_AIRB | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000253_CT_AIRB | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000254_CT_AIRB | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000255_CT_AIRB | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000256_CT_AIRB | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000257_CT_AIRB | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000258_CT_AIRB | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000259_CT_AIRB | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000260_CT_AIRB | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000261_CT_AIRB | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000262_CT_AIRB | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000263_CT_AIRB | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000264_CT_AIRB | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000265_CT_AIRB | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000266_CT_AIRB | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000267_CT_AIRB | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000268_CT_AIRB | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000269_CT_AIRB | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000270_CT_AIRB | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000271_CT_AIRB | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000272_CT_AIRB | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000273_CT_AIRB | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000274_CT_AIRB | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000275_CT_AIRB | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000276_CT_AIRB | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000277_CT_AIRB | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000278_CT_AIRB | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000279_CT_AIRB | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000280_CT_AIRB | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000281_CT_AIRB | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000282_CT_AIRB | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000283_CT_AIRB | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000284_CT_AIRB | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000285_CT_AIRB | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000286_CT_AIRB | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000287_CT_AIRB | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000288_CT_AIRB | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000289_CT_AIRB | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000290_CT_AIRB | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000291_CT_AIRB | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000292_CT_AIRB | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000293_CT_AIRB | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000294_CT_AIRB | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000295_CT_AIRB | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000296_CT_AIRB | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000297_CT_AIRB | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000298_CT_AIRB | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000299_CT_AIRB | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000300_CT_AIRB | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000301_CT_AIRB | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000302_CT_AIRB | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000303_CT_AIRB | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000304_CT_AIRB | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000305_CT_AIRB | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000306_CT_AIRB | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000307_CT_AIRB | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000308_CT_AIRB | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000310_CT_AIRB | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000311_CT_AIRB | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000312_CT_AIRB | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000313_CT_AIRB | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000314_CT_AIRB | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000315_CT_AIRB | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000316_CT_AIRB | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000317_CT_AIRB | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000318_CT_AIRB | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000319_CT_AIRB | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000320_CT_AIRB | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000321_CT_AIRB | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000322_CT_AIRB | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000323_CT_AIRB | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000324_CT_AIRB | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000325_CT_AIRB | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000326_CT_AIRB | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000327_CT_AIRB | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000328_CT_AIRB | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000329_CT_AIRB | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000330_CT_AIRB | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000331_CT_AIRB | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000332_CT_AIRB | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000333_CT_AIRB | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000334_CT_AIRB | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000336_CT_AIRB | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000337_CT_AIRB | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000338_CT_AIRB | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000339_CT_AIRB | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000340_CT_AIRB | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000341_CT_AIRB | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000342_CT_AIRB | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000343_CT_AIRB | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000344_CT_AIRB | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000345_CT_AIRB | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000346_CT_AIRB | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000347_CT_AIRB | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000348_CT_AIRB | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000349_CT_AIRB | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000350_CT_AIRB | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000351_CT_AIRB | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000352_CT_AIRB | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000353_CT_AIRB | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000354_CT_AIRB | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000355_CT_AIRB | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000356_CT_AIRB | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000357_CT_AIRB | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000358_CT_AIRB | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000359_CT_AIRB | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000360_CT_AIRB | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000361_CT_AIRB | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000362_CT_AIRB | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000363_CT_AIRB | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000364_CT_AIRB | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO.

KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000365_CT_AIRB | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000366_CT_AIRB | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000367_CT_AIRB | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000368_CT_AIRB | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000369_CT_AIRB | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000370_CT_AIRB | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000371_CT_AIRB | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000372_CT_AIRB | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000373_CT_AIRB | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000374_CT_AIRB | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000376_CT_AIRB | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000377_CT_AIRB | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000378_CT_AIRB | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000379_CT_AIRB | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000380_CT_AIRB | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000381_CT_AIRB | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000382_CT_AIRB | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000383_CT_AIRB | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000384_CT_AIRB | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000385_CT_AIRB | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000386_CT_AIRB | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000387_CT_AIRB | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000388_CT_AIRB | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000389_CT_AIRB | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000390_CT_AIRB | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000391_CT_AIRB | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000392_CT_AIRB | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000393_CT_AIRB | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000394_CT_AIRB | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000395_CT_AIRB | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000396_CT_AIRB | 5299001X9L42HXEBCZ51 | 1188960-7 | | | | Ceconomy AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000397_CT_AIRB | 529900ZYVEIYJRO6TG34 | 3328361-5 | | | | Meyer Werft GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000398_CT_AIRB | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000399_CT_AIRB | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000400_CT_AIRB | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000401_CT_AIRB | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000402_CT_AIRB | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000403_CT_AIRB | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000404_CT_AIRB | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000405_CT_AIRB | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000406_CT_AIRB | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000407_CT_AIRB | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000408_CT_AIRB | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000409_CT_AIRB | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000410_CT_AIRB | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000411_CT_AIRB | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000412_CT_AIRB | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000413_CT_AIRB | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000414_CT_AIRB | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000415_CT_AIRB | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000416_CT_AIRB | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000417_CT_AIRB | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | IHO Verwaltungs GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000418_CT_AIRB | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000419_CT_AIRB | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000420_CT_AIRB | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000421_CT_AIRB | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000422_CT_AIRB | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000423_CT_AIRB | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000424_CT_AIRB | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000425_CT_AIRB | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000426_CT_AIRB | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000427_CT_AIRB | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000428_CT_AIRB | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000429_CT_AIRB | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000430_CT_AIRB | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000431_CT_AIRB | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000432_CT_AIRB | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000433_CT_AIRB | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000434_CT_AIRB | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000435_CT_AIRB | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000436_CT_AIRB | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000437_CT_AIRB | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000438_CT_AIRB | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000439_CT_AIRB | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000440_CT_AIRB | XQMNIROSQAS7Y9TT7I97 | 2515082-2 | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000441_CT_AIRB | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000442_CT_AIRB | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000443_CT_AIRB | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000444_CT_AIRB | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000445_CT_AIRB | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH & Co. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000446_CT_AIRB | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000447_CT_AIRB | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000448_CT_AIRB | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000449_CT_AIRB | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000450_CT_AIRB | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000451_CT_AIRB | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000452_CT_AIRB | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000453_CT_AIRB | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000454_CT_AIRB | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000455_CT_AIRB | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000456_CT_AIRB | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000457_CT_AIRB | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000458_CT_AIRB | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000459_CT_AIRB | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000460_CT_AIRB | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000461_CT_AIRB | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000462_CT_AIRB | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000463_CT_AIRB | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000464_CT_AIRB | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000465_CT_AIRB | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000466_CT_AIRB | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000467_CT_AIRB | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000468_CT_AIRB | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000469_CT_AIRB | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000470_CT_AIRB | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000471_CT_AIRB | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000472_CT_AIRB | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000473_CT_AIRB | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000474_CT_AIRB | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000475_CT_AIRB | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000476_CT_AIRB | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000477_CT_AIRB | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000478_CT_AIRB | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000479_CT_AIRB | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000480_CT_AIRB | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000481_CT_AIRB | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000482_CT_AIRB | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000483_CT_AIRB | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000484_CT_AIRB | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000485_CT_AIRB | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000486_CT_AIRB | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000487_CT_AIRB | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000488_CT_AIRB | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000489_CT_AIRB | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000490_CT_AIRB | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000491_CT_AIRB | 549300RIPHN847476O42 | | | | | J. LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000492_CT_AIRB | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000493_CT_AIRB | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000494_CT_AIRB | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000495_CT_AIRB | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000496_CT_AIRB | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000497_CT_AIRB | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000498_CT_AIRB | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000499_CT_AIRB | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000500_CT_AIRB | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000501_CT_AIRB | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000502_CT_AIRB | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000503_CT_AIRB | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000504_CT_AIRB | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000505_CT_AIRB | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000506_CT_AIRB | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000507_CT_AIRB | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000508_CT_AIRB | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000509_CT_AIRB | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000510_CT_AIRB | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000511_CT_AIRB | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000512_CT_AIRB | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000513_CT_AIRB | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000514_CT_AIRB | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000515_CT_AIRB | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000516_CT_AIRB | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000517_CT_AIRB | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000518_CT_AIRB | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000519_CT_AIRB | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000520_CT_AIRB | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000521_CT_AIRB | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000522_CT_AIRB | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000523_CT_AIRB | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000524_CT_AIRB | 95980020140005800000 | | | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000525_CT_AIRB | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000526_CT_AIRB | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000527_CT_AIRB | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000528_CT_AIRB | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A.

| ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000529_CT_AIRB | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000530_CT_AIRB | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000531_CT_AIRB | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000532_CT_AIRB | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000533_CT_AIRB | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000534_CT_AIRB | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000535_CT_AIRB | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000536_CT_AIRB | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000537_CT_AIRB | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000538_CT_AIRB | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000539_CT_AIRB | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000540_CT_AIRB | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000541_CT_AIRB | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000542_CT_AIRB | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000543_CT_AIRB | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000544_CT_AIRB | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000545_CT_AIRB | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000546_CT_AIRB | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000547_CT_AIRB | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000548_CT_AIRB | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000549_CT_AIRB | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000550_CT_AIRB | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000551_CT_AIRB | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000552_CT_AIRB | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000553_CT_AIRB | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000554_CT_AIRB | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000555_CT_AIRB | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000556_CT_AIRB | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000557_CT_AIRB | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000558_CT_AIRB | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000559_CT_AIRB | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000560_CT_AIRB | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000561_CT_AIRB | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000562_CT_AIRB | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000563_CT_AIRB | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000564_CT_AIRB | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000565_CT_AIRB | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000566_CT_AIRB | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000567_CT_AIRB | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000568_CT_AIRB | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000569_CT_AIRB | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000570_CT_AIRB | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000571_CT_AIRB | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000572_CT_AIRB | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000573_CT_AIRB | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000574_CT_AIRB | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000575_CT_AIRB | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000576_CT_AIRB | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000577_CT_AIRB | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000578_CT_AIRB | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000579_CT_AIRB | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000580_CT_AIRB | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000581_CT_AIRB | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000582_CT_AIRB | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000583_CT_AIRB | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000584_CT_AIRB | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000585_CT_AIRB | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000586_CT_AIRB | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000587_CT_AIRB | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000588_CT_AIRB | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000589_CT_AIRB | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000590_CT_AIRB | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000591_CT_AIRB | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000592_CT_AIRB | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000593_CT_AIRB | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000594_CT_AIRB | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000595_CT_AIRB | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000596_CT_AIRB | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000597_CT_AIRB | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000598_CT_AIRB | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000599_CT_AIRB | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000600_CT_AIRB | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000601_CT_AIRB | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000602_CT_AIRB | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000603_CT_AIRB | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000604_CT_AIRB | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000605_CT_AIRB | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000606_CT_AIRB | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000607_CT_AIRB | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000608_CT_AIRB | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000609_CT_AIRB | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000610_CT_AIRB | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000611_CT_AIRB | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000612_CT_AIRB | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000613_CT_AIRB | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000614_CT_AIRB | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000615_CT_AIRB | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000616_CT_AIRB | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000617_CT_AIRB | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000618_CT_AIRB | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000619_CT_AIRB | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000620_CT_AIRB | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000621_CT_AIRB | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000622_CT_AIRB | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000623_CT_AIRB | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD - PERRACHON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000624_CT_AIRB | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000625_CT_AIRB | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000626_CT_AIRB | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000627_CT_AIRB | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000628_CT_AIRB | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000629_CT_AIRB | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000630_CT_AIRB | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000631_CT_AIRB | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000632_CT_AIRB | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000633_CT_AIRB | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000634_CT_AIRB | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000635_CT_AIRB | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000636_CT_AIRB | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000637_CT_AIRB | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000638_CT_AIRB | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000639_CT_AIRB | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000640_CT_AIRB | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000641_CT_AIRB | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000642_CT_AIRB | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000643_CT_AIRB | 52990087UKA0U2TO8412 | | | | | AIRBUS HELICOPTERS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000645_CT_AIRB | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000646_CT_AIRB | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000647_CT_AIRB | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000648_CT_AIRB | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000649_CT_AIRB | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000650_CT_AIRB | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000651_CT_AIRB | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000652_CT_AIRB | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000653_CT_AIRB | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000654_CT_AIRB | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000655_CT_AIRB | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000656_CT_AIRB | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000657_CT_AIRB | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000658_CT_AIRB | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000659_CT_AIRB | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000660_CT_AIRB | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000661_CT_AIRB | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000662_CT_AIRB | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000663_CT_AIRB | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000664_CT_AIRB | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000665_CT_AIRB | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000666_CT_AIRB | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000667_CT_AIRB | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000668_CT_AIRB | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000669_CT_AIRB | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000670_CT_AIRB | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000671_CT_AIRB | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000672_CT_AIRB | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000673_CT_AIRB | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000674_CT_AIRB | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000675_CT_AIRB | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000676_CT_AIRB | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000677_CT_AIRB | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000678_CT_AIRB | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000679_CT_AIRB | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000680_CT_AIRB | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000681_CT_AIRB | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000682_CT_AIRB | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000683_CT_AIRB | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000684_CT_AIRB | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000685_CT_AIRB | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000686_CT_AIRB | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000687_CT_AIRB | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000688_CT_AIRB | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000689_CT_AIRB | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000690_CT_AIRB | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000691_CT_AIRB | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000692_CT_AIRB | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000693_CT_AIRB | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000694_CT_AIRB | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A.

| FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000695_CT_AIRB | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000696_CT_AIRB | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000697_CT_AIRB | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000698_CT_AIRB | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000699_CT_AIRB | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000700_CT_AIRB | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000701_CT_AIRB | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000702_CT_AIRB | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000703_CT_AIRB | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000704_CT_AIRB | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000705_CT_AIRB | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000706_CT_AIRB | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000707_CT_AIRB | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000708_CT_AIRB | 969500A4MXJ3ESPHK698 | | | | | SNCF MOBILITES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000709_CT_AIRB | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000710_CT_AIRB | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000711_CT_AIRB | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000712_CT_AIRB | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000713_CT_AIRB | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000714_CT_AIRB | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000715_CT_AIRB | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000716_CT_AIRB | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000717_CT_AIRB | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000718_CT_AIRB | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000719_CT_AIRB | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000720_CT_AIRB | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000721_CT_AIRB | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000722_CT_AIRB | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000723_CT_AIRB | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000724_CT_AIRB | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000725_CT_AIRB | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000726_CT_AIRB | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000727_CT_AIRB | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000728_CT_AIRB | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000729_CT_AIRB | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000730_CT_AIRB | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000731_CT_AIRB | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000732_CT_AIRB | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000733_CT_AIRB | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000734_CT_AIRB | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No. 1 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000735_CT_AIRB | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000736_CT_AIRB | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000737_CT_AIRB | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000738_CT_AIRB | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000739_CT_AIRB | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000740_CT_AIRB | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000741_CT_AIRB | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000742_CT_AIRB | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000743_CT_AIRB | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000744_CT_AIRB | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000745_CT_AIRB | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000746_CT_AIRB | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000747_CT_AIRB | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000748_CT_AIRB | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000749_CT_AIRB | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000750_CT_AIRB | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000751_CT_AIRB | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000752_CT_AIRB | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000753_CT_AIRB | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000754_CT_AIRB | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000755_CT_AIRB | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000756_CT_AIRB | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000757_CT_AIRB | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000758_CT_AIRB | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000759_CT_AIRB | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000760_CT_AIRB | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000761_CT_AIRB | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000762_CT_AIRB | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000763_CT_AIRB | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000764_CT_AIRB | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000765_CT_AIRB | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000766_CT_AIRB | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000767_CT_AIRB | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000768_CT_AIRB | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000769_CT_AIRB | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000770_CT_AIRB | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000771_CT_AIRB | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000772_CT_AIRB | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000773_CT_AIRB | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000774_CT_AIRB | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000775_CT_AIRB | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000776_CT_AIRB | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000777_CT_AIRB | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000778_CT_AIRB | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000779_CT_AIRB | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000780_CT_AIRB | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000781_CT_AIRB | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000782_CT_AIRB | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000783_CT_AIRB | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000784_CT_AIRB | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000785_CT_AIRB | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000786_CT_AIRB | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000787_CT_AIRB | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000788_CT_AIRB | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000789_CT_AIRB | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000790_CT_AIRB | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000791_CT_AIRB | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000792_CT_AIRB | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000793_CT_AIRB | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000794_CT_AIRB | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000795_CT_AIRB | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000796_CT_AIRB | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000797_CT_AIRB | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000798_CT_AIRB | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000799_CT_AIRB | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000800_CT_AIRB | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000801_CT_AIRB | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000802_CT_AIRB | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000803_CT_AIRB | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000804_CT_AIRB | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000805_CT_AIRB | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000806_CT_AIRB | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000807_CT_AIRB | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000808_CT_AIRB | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000809_CT_AIRB | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000810_CT_AIRB | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000811_CT_AIRB | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000812_CT_AIRB | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000813_CT_AIRB | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000814_CT_AIRB | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000815_CT_AIRB | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000816_CT_AIRB | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000817_CT_AIRB | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000818_CT_AIRB | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000819_CT_AIRB | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000820_CT_AIRB | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000821_CT_AIRB | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000822_CT_AIRB | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000823_CT_AIRB | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000824_CT_AIRB | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000825_CT_AIRB | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000826_CT_AIRB | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000827_CT_AIRB | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000828_CT_AIRB | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000829_CT_AIRB | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000830_CT_AIRB | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000831_CT_AIRB | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000832_CT_AIRB | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000833_CT_AIRB | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000834_CT_AIRB | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000835_CT_AIRB | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000836_CT_AIRB | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000837_CT_AIRB | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000838_CT_AIRB | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000839_CT_AIRB | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000840_CT_AIRB | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000841_CT_AIRB | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000842_CT_AIRB | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000843_CT_AIRB | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000844_CT_AIRB | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000845_CT_AIRB | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000846_CT_AIRB | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000847_CT_AIRB | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000848_CT_AIRB | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000849_CT_AIRB | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000850_CT_AIRB | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000851_CT_AIRB | 213800HX7FMPA2CIEF02 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000852_CT_AIRB | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000853_CT_AIRB | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000854_CT_AIRB | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0000855_CT_AIRB | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co.

International plc | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000856_CT_AIRB | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000857_CT_AIRB | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000858_CT_AIRB | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000859_CT_AIRB | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000860_CT_AIRB | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000861_CT_AIRB | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000862_CT_AIRB | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000863_CT_AIRB | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000864_CT_AIRB | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000865_CT_AIRB | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000866_CT_AIRB | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000867_CT_AIRB | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000868_CT_AIRB | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000869_CT_AIRB | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000870_CT_AIRB | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000871_CT_AIRB | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000872_CT_AIRB | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000873_CT_AIRB | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000874_CT_AIRB | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000875_CT_AIRB | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000876_CT_AIRB | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000877_CT_AIRB | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000878_CT_AIRB | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000879_CT_AIRB | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000880_CT_AIRB | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000881_CT_AIRB | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000882_CT_AIRB | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000883_CT_AIRB | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000884_CT_AIRB | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000885_CT_AIRB | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000886_CT_AIRB | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000887_CT_AIRB | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000888_CT_AIRB | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000889_CT_AIRB | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000890_CT_AIRB | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000891_CT_AIRB | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000892_CT_AIRB | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000893_CT_AIRB | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000894_CT_AIRB | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000895_CT_AIRB | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000896_CT_AIRB | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000897_CT_AIRB | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000898_CT_AIRB | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000899_CT_AIRB | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000900_CT_AIRB | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000901_CT_AIRB | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000902_CT_AIRB | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000903_CT_AIRB | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000904_CT_AIRB | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000905_CT_AIRB | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000906_CT_AIRB | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000907_CT_AIRB | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000908_CT_AIRB | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000909_CT_AIRB | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000910_CT_AIRB | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000911_CT_AIRB | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000912_CT_AIRB | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000913_CT_AIRB | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000914_CT_AIRB | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000915_CT_AIRB | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000916_CT_AIRB | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000917_CT_AIRB | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000918_CT_AIRB | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000919_CT_AIRB | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000920_CT_AIRB | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000921_CT_AIRB | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000922_CT_AIRB | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000923_CT_AIRB | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000924_CT_AIRB | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000925_CT_AIRB | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000926_CT_AIRB | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000927_CT_AIRB | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000928_CT_AIRB | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000929_CT_AIRB | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000930_CT_AIRB | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000931_CT_AIRB | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000932_CT_AIRB | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000933_CT_AIRB | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000934_CT_AIRB | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000935_CT_AIRB | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000936_CT_AIRB | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000937_CT_AIRB | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000938_CT_AIRB | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000939_CT_AIRB | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000940_CT_AIRB | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000941_CT_AIRB | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000942_CT_AIRB | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000943_CT_AIRB | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000944_CT_AIRB | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000945_CT_AIRB | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000946_CT_AIRB | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000947_CT_AIRB | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000948_CT_AIRB | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000949_CT_AIRB | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000950_CT_AIRB | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000951_CT_AIRB | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000952_CT_AIRB | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000953_CT_AIRB | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000954_CT_AIRB | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000955_CT_AIRB | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000956_CT_AIRB | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000957_CT_AIRB | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000958_CT_AIRB | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000959_CT_AIRB | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000960_CT_AIRB | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000961_CT_AIRB | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000962_CT_AIRB | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000963_CT_AIRB | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000964_CT_AIRB | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000965_CT_AIRB | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000966_CT_AIRB | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000967_CT_AIRB | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000968_CT_AIRB | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000969_CT_AIRB | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000970_CT_AIRB | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000971_CT_AIRB | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000972_CT_AIRB | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000973_CT_AIRB | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000974_CT_AIRB | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000975_CT_AIRB | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000976_CT_AIRB | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000977_CT_AIRB | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000978_CT_AIRB | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000979_CT_AIRB | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000980_CT_AIRB | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000981_CT_AIRB | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000982_CT_AIRB | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000983_CT_AIRB | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000984_CT_AIRB | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA - SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000985_CT_AIRB | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000986_CT_AIRB | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000987_CT_AIRB | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000988_CT_AIRB | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000989_CT_AIRB | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000990_CT_AIRB | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000991_CT_AIRB | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000993_CT_AIRB | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000994_CT_AIRB | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000995_CT_AIRB | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000996_CT_AIRB | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000997_CT_AIRB | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000998_CT_AIRB | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000999_CT_AIRB | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001000_CT_AIRB | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001001_CT_AIRB | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001002_CT_AIRB | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001003_CT_AIRB | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001004_CT_AIRB | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001005_CT_AIRB | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001006_CT_AIRB | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001007_CT_AIRB | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001008_CT_AIRB | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001009_CT_AIRB | 8156004604684CA44A90 | | | | | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001011_CT_AIRB | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001012_CT_AIRB | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001013_CT_AIRB | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001014_CT_AIRB | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001015_CT_AIRB | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001016_CT_AIRB | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001017_CT_AIRB | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001018_CT_AIRB | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A.

| IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001019_CT_AIRB | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001020_CT_AIRB | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001021_CT_AIRB | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001022_CT_AIRB | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001023_CT_AIRB | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001024_CT_AIRB | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001025_CT_AIRB | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001026_CT_AIRB | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001027_CT_AIRB | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001028_CT_AIRB | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001029_CT_AIRB | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001030_CT_AIRB | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001031_CT_AIRB | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001032_CT_AIRB | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001033_CT_AIRB | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001034_CT_AIRB | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA - S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001035_CT_AIRB | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001036_CT_AIRB | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001038_CT_AIRB | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001039_CT_AIRB | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001040_CT_AIRB | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001041_CT_AIRB | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001042_CT_AIRB | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001043_CT_AIRB | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001044_CT_AIRB | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001045_CT_AIRB | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001046_CT_AIRB | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001047_CT_AIRB | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001048_CT_AIRB | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001049_CT_AIRB | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001050_CT_AIRB | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001051_CT_AIRB | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001052_CT_AIRB | | 5012487 | 8850400154 | | | SACAL - SOCIETA' ALLUMINIO CARISIO - S.P | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001053_CT_AIRB | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001054_CT_AIRB | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001055_CT_AIRB | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001056_CT_AIRB | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001057_CT_AIRB | | 6524595 | 3957900487 | | | SAMMONTANA - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001058_CT_AIRB | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001059_CT_AIRB | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001060_CT_AIRB | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001061_CT_AIRB | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001062_CT_AIRB | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001063_CT_AIRB | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001064_CT_AIRB | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001065_CT_AIRB | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001066_CT_AIRB | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001067_CT_AIRB | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001068_CT_AIRB | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001069_CT_AIRB | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001070_CT_AIRB | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001071_CT_AIRB | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001072_CT_AIRB | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001073_CT_AIRB | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI - FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001074_CT_AIRB | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001075_CT_AIRB | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001076_CT_AIRB | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001077_CT_AIRB | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001078_CT_AIRB | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001079_CT_AIRB | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001080_CT_AIRB | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001081_CT_AIRB | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001082_CT_AIRB | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001083_CT_AIRB | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001084_CT_AIRB | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001085_CT_AIRB | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001086_CT_AIRB | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001087_CT_AIRB | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001088_CT_AIRB | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001089_CT_AIRB | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001090_CT_AIRB | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001091_CT_AIRB | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001092_CT_AIRB | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001093_CT_AIRB | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001094_CT_AIRB | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001095_CT_AIRB | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001096_CT_AIRB | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001097_CT_AIRB | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001098_CT_AIRB | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001099_CT_AIRB | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001100_CT_AIRB | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001101_CT_AIRB | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001102_CT_AIRB | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB “Kauno grūdai” | LT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001103_CT_AIRB | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001104_CT_AIRB | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001105_CT_AIRB | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001106_CT_AIRB | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001107_CT_AIRB | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001108_CT_AIRB | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001109_CT_AIRB | 529900W1S8TJDDH8YB29 | | | | | Encevo S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001110_CT_AIRB | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001111_CT_AIRB | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001112_CT_AIRB | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001113_CT_AIRB | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001114_CT_AIRB | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001115_CT_AIRB | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001116_CT_AIRB | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001117_CT_AIRB | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001118_CT_AIRB | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001119_CT_AIRB | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001120_CT_AIRB | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001121_CT_AIRB | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001122_CT_AIRB | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001123_CT_AIRB | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001124_CT_AIRB | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001125_CT_AIRB | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001126_CT_AIRB | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001127_CT_AIRB | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001128_CT_AIRB | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001129_CT_AIRB | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001130_CT_AIRB | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001131_CT_AIRB | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001132_CT_AIRB | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001133_CT_AIRB | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001134_CT_AIRB | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001135_CT_AIRB | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001136_CT_AIRB | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001137_CT_AIRB | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001138_CT_AIRB | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001139_CT_AIRB | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001140_CT_AIRB | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001142_CT_AIRB | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001143_CT_AIRB | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001144_CT_AIRB | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001145_CT_AIRB | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001146_CT_AIRB | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001147_CT_AIRB | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001148_CT_AIRB | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001149_CT_AIRB | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001150_CT_AIRB | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001151_CT_AIRB | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001152_CT_AIRB | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001153_CT_AIRB | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001154_CT_AIRB | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001155_CT_AIRB | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001156_CT_AIRB | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001157_CT_AIRB | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001158_CT_AIRB | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001159_CT_AIRB | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001160_CT_AIRB | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001161_CT_AIRB | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001162_CT_AIRB | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001163_CT_AIRB | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001164_CT_AIRB | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001165_CT_AIRB | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001166_CT_AIRB | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001167_CT_AIRB | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001168_CT_AIRB | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001169_CT_AIRB | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001170_CT_AIRB | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001171_CT_AIRB | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001172_CT_AIRB | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001173_CT_AIRB | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001174_CT_AIRB | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001175_CT_AIRB | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001176_CT_AIRB | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001177_CT_AIRB | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001178_CT_AIRB | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001179_CT_AIRB | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V.

| NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001180_CT_AIRB | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001181_CT_AIRB | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001182_CT_AIRB | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001183_CT_AIRB | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001184_CT_AIRB | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001185_CT_AIRB | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001186_CT_AIRB | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001187_CT_AIRB | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001188_CT_AIRB | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001189_CT_AIRB | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001190_CT_AIRB | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001191_CT_AIRB | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001192_CT_AIRB | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001193_CT_AIRB | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001194_CT_AIRB | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001195_CT_AIRB | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001196_CT_AIRB | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001197_CT_AIRB | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001198_CT_AIRB | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001199_CT_AIRB | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001200_CT_AIRB | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001201_CT_AIRB | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001202_CT_AIRB | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001203_CT_AIRB | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001204_CT_AIRB | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001205_CT_AIRB | 549300N522D3SS8MKV65 | | KVK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001206_CT_AIRB | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001207_CT_AIRB | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001208_CT_AIRB | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001209_CT_AIRB | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001210_CT_AIRB | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001211_CT_AIRB | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001212_CT_AIRB | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001213_CT_AIRB | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001214_CT_AIRB | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001215_CT_AIRB | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001216_CT_AIRB | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001217_CT_AIRB | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001218_CT_AIRB | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001219_CT_AIRB | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001220_CT_AIRB | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001221_CT_AIRB | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001222_CT_AIRB | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001223_CT_AIRB | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001224_CT_AIRB | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001225_CT_AIRB | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001226_CT_AIRB | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001227_CT_AIRB | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001228_CT_AIRB | 724500L44K67W7UW1C59 | | | | | TomTom International B.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001229_CT_AIRB | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001230_CT_AIRB | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001231_CT_AIRB | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001232_CT_AIRB | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001234_CT_AIRB | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001235_CT_AIRB | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001236_CT_AIRB | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001237_CT_AIRB | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001238_CT_AIRB | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001239_CT_AIRB | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001240_CT_AIRB | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001241_CT_AIRB | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001242_CT_AIRB | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001243_CT_AIRB | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001244_CT_AIRB | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001245_CT_AIRB | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001246_CT_AIRB | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001247_CT_AIRB | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001248_CT_AIRB | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001249_CT_AIRB | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001250_CT_AIRB | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001251_CT_AIRB | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001252_CT_AIRB | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001253_CT_AIRB | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001254_CT_AIRB | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001255_CT_AIRB | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001256_CT_AIRB | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001257_CT_AIRB | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001258_CT_AIRB | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001259_CT_AIRB | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001260_CT_AIRB | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001261_CT_AIRB | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001262_CT_AIRB | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001263_CT_AIRB | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001264_CT_AIRB | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001265_CT_AIRB | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001266_CT_AIRB | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001267_CT_AIRB | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001268_CT_AIRB | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001269_CT_AIRB | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001270_CT_AIRB | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP - Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001271_CT_AIRB | 529900LOXJVWGOH84656 | | 503293695 | | | EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001272_CT_AIRB | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001273_CT_AIRB | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001274_CT_AIRB | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA - SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001275_CT_AIRB | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001276_CT_AIRB | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001277_CT_AIRB | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001278_CT_AIRB | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001279_CT_AIRB | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001280_CT_AIRB | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001281_CT_AIRB | | | 507979265 | | | OPWAY - SGPS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001282_CT_AIRB | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001283_CT_AIRB | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001284_CT_AIRB | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001285_CT_AIRB | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001286_CT_AIRB | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001287_CT_AIRB | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001288_CT_AIRB | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001289_CT_AIRB | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001290_CT_AIRB | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001291_CT_AIRB | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001292_CT_AIRB | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001293_CT_AIRB | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001294_CT_AIRB | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001295_CT_AIRB | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001296_CT_AIRB | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001297_CT_AIRB | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001298_CT_AIRB | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001299_CT_AIRB | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001300_CT_AIRB | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V.

(The) | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001301_CT_AIRB | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001302_CT_AIRB | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001303_CT_AIRB | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001304_CT_AIRB | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001305_CT_AIRB | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001306_CT_AIRB | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001307_CT_AIRB | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001308_CT_AIRB | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001309_CT_AIRB | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001310_CT_AIRB | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001311_CT_AIRB | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001312_CT_AIRB | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001313_CT_AIRB | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001314_CT_AIRB | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001315_CT_AIRB | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001316_CT_AIRB | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001317_CT_AIRB | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001318_CT_AIRB | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001319_CT_AIRB | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001320_CT_AIRB | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001321_CT_AIRB | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001322_CT_AIRB | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001323_CT_AIRB | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001324_CT_AIRB | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001325_CT_AIRB | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001326_CT_AIRB | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001327_CT_AIRB | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001328_CT_AIRB | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001329_CT_AIRB | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001330_CT_AIRB | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001331_CT_AIRB | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001332_CT_AIRB | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001333_CT_AIRB | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001334_CT_AIRB | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001335_CT_AIRB | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001336_CT_AIRB | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001337_CT_AIRB | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001338_CT_AIRB | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001339_CT_AIRB | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001340_CT_AIRB | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001341_CT_AIRB | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001342_CT_AIRB | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001343_CT_AIRB | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001344_CT_AIRB | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001345_CT_AIRB | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001346_CT_AIRB | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001347_CT_AIRB | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001348_CT_AIRB | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001349_CT_AIRB | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001350_CT_AIRB | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001351_CT_AIRB | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001352_CT_AIRB | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001353_CT_AIRB | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001354_CT_AIRB | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001355_CT_AIRB | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001356_CT_AIRB | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001357_CT_AIRB | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001358_CT_AIRB | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001359_CT_AIRB | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001360_CT_AIRB | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001361_CT_AIRB | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001362_CT_AIRB | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001363_CT_AIRB | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001364_CT_AIRB | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001365_CT_AIRB | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001366_CT_AIRB | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001367_CT_AIRB | 549300QOGMPTKB6W7G56 | | 1.07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001368_CT_AIRB | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001369_CT_AIRB | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001370_CT_AIRB | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001371_CT_AIRB | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001372_CT_AIRB | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001373_CT_AIRB | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001374_CT_AIRB | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001375_CT_AIRB | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001376_CT_AIRB | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001377_CT_AIRB | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001378_CT_AIRB | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001379_CT_AIRB | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001380_CT_AIRB | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001381_CT_AIRB | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001382_CT_AIRB | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001383_CT_AIRB | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001384_CT_AIRB | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001385_CT_AIRB | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001386_CT_AIRB | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001387_CT_AIRB | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001388_CT_AIRB | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001389_CT_AIRB | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001390_CT_AIRB | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001391_CT_AIRB | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001392_CT_AIRB | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001393_CT_AIRB | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001394_CT_AIRB | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001395_CT_AIRB | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001396_CT_AIRB | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001397_CT_AIRB | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001398_CT_AIRB | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001399_CT_AIRB | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001400_CT_AIRB | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001401_CT_AIRB | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001402_CT_AIRB | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001403_CT_AIRB | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001404_CT_AIRB | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001405_CT_AIRB | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001406_CT_AIRB | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001407_CT_AIRB | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001408_CT_AIRB | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001409_CT_AIRB | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001410_CT_AIRB | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001411_CT_AIRB | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001412_CT_AIRB | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001413_CT_AIRB | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001414_CT_AIRB | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001415_CT_AIRB | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001416_CT_AIRB | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001417_CT_AIRB | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001418_CT_AIRB | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001419_CT_AIRB | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001420_CT_AIRB | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001421_CT_AIRB | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001422_CT_AIRB | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001423_CT_AIRB | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001424_CT_AIRB | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001425_CT_AIRB | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001426_CT_AIRB | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001427_CT_AIRB | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001428_CT_AIRB | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001429_CT_AIRB | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001430_CT_AIRB | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001431_CT_AIRB | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001432_CT_AIRB | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001433_CT_AIRB | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001434_CT_AIRB | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001435_CT_AIRB | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001436_CT_AIRB | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001437_CT_AIRB | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001438_CT_AIRB | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001439_CT_AIRB | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001440_CT_AIRB | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001441_CT_AIRB | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001442_CT_AIRB | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001443_CT_AIRB | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001444_CT_AIRB | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001445_CT_AIRB | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001446_CT_AIRB | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001447_CT_AIRB | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001448_CT_AIRB | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001449_CT_AIRB | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001450_CT_AIRB | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001451_CT_AIRB | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001452_CT_AIRB | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001453_CT_AIRB | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001454_CT_AIRB | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001455_CT_AIRB | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001456_CT_AIRB | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001457_CT_AIRB | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001458_CT_AIRB | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001459_CT_AIRB | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001460_CT_AIRB | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001461_CT_AIRB | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001462_CT_AIRB | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001463_CT_AIRB | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001464_CT_AIRB | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc.

| US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001465_CT_AIRB | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001466_CT_AIRB | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001467_CT_AIRB | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001468_CT_AIRB | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001469_CT_AIRB | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001470_CT_AIRB | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001471_CT_AIRB | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001472_CT_AIRB | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001473_CT_AIRB | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001474_CT_AIRB | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001475_CT_AIRB | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001476_CT_AIRB | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001477_CT_AIRB | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001478_CT_AIRB | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001479_CT_AIRB | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001480_CT_AIRB | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001481_CT_AIRB | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001482_CT_AIRB | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001483_CT_AIRB | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001484_CT_AIRB | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001485_CT_AIRB | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001486_CT_AIRB | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001487_CT_AIRB | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001488_CT_AIRB | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001489_CT_AIRB | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001490_CT_AIRB | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001491_CT_AIRB | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001492_CT_AIRB | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001493_CT_AIRB | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001494_CT_AIRB | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001495_CT_AIRB | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001496_CT_AIRB | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001497_CT_AIRB | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001498_CT_AIRB | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001499_CT_AIRB | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001500_CT_AIRB | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001501_CT_AIRB | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001502_CT_AIRB | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001503_CT_AIRB | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001504_CT_AIRB | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001505_CT_AIRB | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001506_CT_AIRB | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001507_CT_AIRB | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001508_CT_AIRB | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001509_CT_AIRB | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001510_CT_AIRB | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001511_CT_AIRB | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001512_CT_AIRB | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001513_CT_AIRB | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001514_CT_AIRB | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001515_CT_AIRB | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001516_CT_AIRB | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001517_CT_AIRB | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001518_CT_AIRB | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001519_CT_AIRB | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001520_CT_AIRB | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001521_CT_AIRB | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001522_CT_AIRB | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001523_CT_AIRB | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001524_CT_AIRB | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001525_CT_AIRB | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001526_CT_AIRB | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001527_CT_AIRB | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001528_CT_AIRB | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001529_CT_AIRB | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001530_CT_AIRB | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001531_CT_AIRB | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001532_CT_AIRB | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001533_CT_AIRB | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001534_CT_AIRB | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001535_CT_AIRB | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001536_CT_AIRB | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001537_CT_AIRB | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001538_CT_AIRB | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001539_CT_AIRB | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001540_CT_AIRB | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001541_CT_AIRB | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001542_CT_AIRB | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001543_CT_AIRB | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001544_CT_AIRB | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001545_CT_AIRB | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001546_CT_AIRB | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001547_CT_AIRB | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001548_CT_AIRB | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001549_CT_AIRB | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001550_CT_AIRB | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001551_CT_AIRB | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001552_CT_AIRB | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001553_CT_AIRB | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001554_CT_AIRB | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001555_CT_AIRB | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001556_CT_AIRB | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001557_CT_AIRB | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001558_CT_AIRB | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001559_CT_AIRB | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001560_CT_AIRB | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001561_CT_AIRB | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001562_CT_AIRB | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001563_CT_AIRB | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001564_CT_AIRB | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001565_CT_AIRB | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001566_CT_AIRB | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001567_CT_AIRB | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001568_CT_AIRB | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001569_CT_AIRB | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001570_CT_AIRB | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001571_CT_AIRB | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001572_CT_AIRB | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001573_CT_AIRB | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001574_CT_AIRB | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001575_CT_AIRB | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001576_CT_AIRB | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001577_CT_AIRB | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001578_CT_AIRB | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001579_CT_AIRB | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001580_CT_AIRB | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001581_CT_AIRB | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001582_CT_AIRB | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001583_CT_AIRB | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001584_CT_AIRB | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001585_CT_AIRB | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001586_CT_AIRB | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001587_CT_AIRB | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001588_CT_AIRB | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001589_CT_AIRB | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001590_CT_AIRB | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001591_CT_AIRB | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001592_CT_AIRB | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001593_CT_AIRB | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001594_CT_AIRB | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001595_CT_AIRB | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001596_CT_AIRB | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001597_CT_AIRB | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001598_CT_AIRB | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001599_CT_AIRB | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001600_CT_AIRB | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001601_CT_AIRB | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001602_CT_AIRB | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001603_CT_AIRB | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001604_CT_AIRB | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001605_CT_AIRB | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001606_CT_AIRB | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001607_CT_AIRB | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001608_CT_AIRB | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001609_CT_AIRB | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001610_CT_AIRB | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001611_CT_AIRB | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001612_CT_AIRB | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001613_CT_AIRB | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001614_CT_AIRB | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001615_CT_AIRB | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001617_CT_AIRB | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001618_CT_AIRB | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001619_CT_AIRB | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001620_CT_AIRB | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001621_CT_AIRB | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001623_CT_AIRB | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001624_CT_AIRB | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001625_CT_AIRB | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001626_CT_AIRB | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc.

| US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001627_CT_AIRB | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001628_CT_AIRB | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001629_CT_AIRB | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001630_CT_AIRB | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001631_CT_AIRB | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001632_CT_AIRB | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001633_CT_AIRB | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001634_CT_AIRB | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001635_CT_AIRB | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001636_CT_AIRB | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001637_CT_AIRB | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001638_CT_AIRB | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001639_CT_AIRB | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001640_CT_AIRB | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001641_CT_AIRB | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001642_CT_AIRB | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001643_CT_AIRB | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001644_CT_AIRB | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001645_CT_AIRB | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001646_CT_AIRB | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001647_CT_AIRB | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001648_CT_AIRB | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001649_CT_AIRB | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001650_CT_AIRB | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001651_CT_AIRB | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001652_CT_AIRB | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001653_CT_AIRB | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001654_CT_AIRB | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001655_CT_AIRB | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001656_CT_AIRB | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001657_CT_AIRB | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001658_CT_AIRB | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001659_CT_AIRB | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001660_CT_AIRB | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001661_CT_AIRB | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001662_CT_AIRB | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001663_CT_AIRB | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001664_CT_AIRB | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001665_CT_AIRB | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001666_CT_AIRB | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001667_CT_AIRB | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO - NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001668_CT_AIRB | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett - Packard Belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001669_CT_AIRB | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001670_CT_AIRB | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001671_CT_AIRB | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001672_CT_AIRB | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001673_CT_AIRB | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001674_CT_AIRB | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001675_CT_AIRB | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001676_CT_AIRB | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001677_CT_AIRB | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001678_CT_AIRB | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001679_CT_AIRB | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001680_CT_AIRB | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001681_CT_AIRB | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001682_CT_AIRB | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001683_CT_AIRB | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001684_CT_AIRB | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001685_CT_AIRB | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001686_CT_AIRB | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001687_CT_AIRB | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001688_CT_AIRB | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001689_CT_AIRB | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001690_CT_AIRB | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001691_CT_AIRB | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001693_CT_AIRB | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001694_CT_AIRB | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001695_CT_AIRB | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001696_CT_AIRB | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001697_CT_AIRB | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische Rückversicherungs-Gesellschaft AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001698_CT_AIRB | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001699_CT_AIRB | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001700_CT_AIRB | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001701_CT_AIRB | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001702_CT_AIRB | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001703_CT_AIRB | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001704_CT_AIRB | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001705_CT_AIRB | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001706_CT_AIRB | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001707_CT_AIRB | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001708_CT_AIRB | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001709_CT_AIRB | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001710_CT_AIRB | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001711_CT_AIRB | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001712_CT_AIRB | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001713_CT_AIRB | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001714_CT_AIRB | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001715_CT_AIRB | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001716_CT_AIRB | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001717_CT_AIRB | | | | | 45793Z CI Equity | Chile | CL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001718_CT_AIRB | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001719_CT_AIRB | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001720_CT_AIRB | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001721_CT_AIRB | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001722_CT_AIRB | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001723_CT_AIRB | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001724_CT_AIRB | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001725_CT_AIRB | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001726_CT_AIRB | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001727_CT_AIRB | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001728_CT_AIRB | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001729_CT_AIRB | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001730_CT_AIRB | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001731_CT_AIRB | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001732_CT_AIRB | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001733_CT_AIRB | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001734_CT_AIRB | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001735_CT_AIRB | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001736_CT_AIRB | | | | | 3344606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001737_CT_AIRB | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001738_CT_AIRB | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001739_CT_AIRB | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001740_CT_AIRB | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001741_CT_AIRB | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001742_CT_AIRB | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001743_CT_AIRB | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001744_CT_AIRB | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001745_CT_AIRB | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001746_CT_AIRB | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001747_CT_AIRB | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001748_CT_AIRB | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001749_CT_AIRB | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001750_CT_AIRB | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001751_CT_AIRB | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001752_CT_AIRB | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001753_CT_AIRB | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001754_CT_AIRB | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001755_CT_AIRB | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001756_CT_AIRB | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001757_CT_AIRB | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001758_CT_AIRB | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001759_CT_AIRB | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001760_CT_AIRB | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001761_CT_AIRB | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001762_CT_AIRB | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001763_CT_AIRB | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001764_CT_AIRB | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001765_CT_AIRB | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001766_CT_AIRB | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001768_CT_AIRB | | | | | 3352Z US Equity | United States | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001769_CT_AIRB | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001770_CT_AIRB | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001771_CT_AIRB | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach GG_0001772_CT_AIRB | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001773_CT_AIRB | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001774_CT_AIRB | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001775_CT_AIRB | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001776_CT_AIRB | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001777_CT_AIRB | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001778_CT_AIRB | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001779_CT_AIRB | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001780_CT_AIRB | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001781_CT_AIRB | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001782_CT_AIRB | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001783_CT_AIRB | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001784_CT_AIRB | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001785_CT_AIRB | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001786_CT_AIRB | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001787_CT_AIRB | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001788_CT_AIRB | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp.

| US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001789_CT_AIRB | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001790_CT_AIRB | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001791_CT_AIRB | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001792_CT_AIRB | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001794_CT_AIRB | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001795_CT_AIRB | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001796_CT_AIRB | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001797_CT_AIRB | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001798_CT_AIRB | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001799_CT_AIRB | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001800_CT_AIRB | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001801_CT_AIRB | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001802_CT_AIRB | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001803_CT_AIRB | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001804_CT_AIRB | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001805_CT_AIRB | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001806_CT_AIRB | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001807_CT_AIRB | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001808_CT_AIRB | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001809_CT_AIRB | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001810_CT_AIRB | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001811_CT_AIRB | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001812_CT_AIRB | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001813_CT_AIRB | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001814_CT_AIRB | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001815_CT_AIRB | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001816_CT_AIRB | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001817_CT_AIRB | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001818_CT_AIRB | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001819_CT_AIRB | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001820_CT_AIRB | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001821_CT_AIRB | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001823_CT_AIRB | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001824_CT_AIRB | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001825_CT_AIRB | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001826_CT_AIRB | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001827_CT_AIRB | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001828_CT_AIRB | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001829_CT_AIRB | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001830_CT_AIRB | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001831_CT_AIRB | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001832_CT_AIRB | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001833_CT_AIRB | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001834_CT_AIRB | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001836_CT_AIRB | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001837_CT_AIRB | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001838_CT_AIRB | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001839_CT_AIRB | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001840_CT_AIRB | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001841_CT_AIRB | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001842_CT_AIRB | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001843_CT_AIRB | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001845_CT_AIRB | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001846_CT_AIRB | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001847_CT_AIRB | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001848_CT_AIRB | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001849_CT_AIRB | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001850_CT_AIRB | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001851_CT_AIRB | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001852_CT_AIRB | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001853_CT_AIRB | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001854_CT_AIRB | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001856_CT_AIRB | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001857_CT_AIRB | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001858_CT_AIRB | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001859_CT_AIRB | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001860_CT_AIRB | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001861_CT_AIRB | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001863_CT_AIRB | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001864_CT_AIRB | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001865_CT_AIRB | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001866_CT_AIRB | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001867_CT_AIRB | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001868_CT_AIRB | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001869_CT_AIRB | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001870_CT_AIRB | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001871_CT_AIRB | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001872_CT_AIRB | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001873_CT_AIRB | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001874_CT_AIRB | BFM8T61CT2L1QCEMIK50 | | | | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001875_CT_AIRB | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001876_CT_AIRB | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd. | SG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001877_CT_AIRB | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001878_CT_AIRB | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001879_CT_AIRB | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001880_CT_AIRB | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001881_CT_AIRB | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001882_CT_AIRB | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001883_CT_AIRB | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001884_CT_AIRB | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001885_CT_AIRB | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001886_CT_AIRB | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001887_CT_AIRB | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001888_CT_AIRB | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001889_CT_AIRB | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001890_CT_AIRB | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001891_CT_AIRB | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001892_CT_AIRB | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001893_CT_AIRB | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001894_CT_AIRB | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001895_CT_AIRB | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001896_CT_AIRB | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001897_CT_AIRB | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001898_CT_AIRB | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001899_CT_AIRB | QP3XKRKS0CX2T3O07L95 | | 02857033 | | | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001900_CT_AIRB | 549300ZT0RVWCG8T4L55 | | 03196171 | | | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001901_CT_AIRB | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | | RBC EUROPE | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001902_CT_AIRB | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001903_CT_AIRB | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001904_CT_AIRB | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001905_CT_AIRB | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001906_CT_AIRB | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001907_CT_AIRB | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001908_CT_AIRB | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001909_CT_AIRB | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A. | LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001910_CT_AIRB | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001911_CT_AIRB | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001912_CT_AIRB | G8ZTNESVNKW4NN761W05 | | KvK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001913_CT_AIRB | X3CZP3CK64YBHON1LE12 | | KvK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001914_CT_AIRB | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001915_CT_AIRB | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001916_CT_AIRB | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001917_CT_AIRB | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001918_CT_AIRB | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001919_CT_AIRB | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001920_CT_AIRB | 7H6GLXDRUGQFU57RNE97 | | KvK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001921_CT_AIRB | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000001_CR_FIRB | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000002_CR_FIRB | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000003_CR_FIRB | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000004_CR_FIRB | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000005_CR_FIRB | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000006_CR_FIRB | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000007_CR_FIRB | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000008_CR_FIRB | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000009_CR_FIRB | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000010_CR_FIRB | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000011_CR_FIRB | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000012_CR_FIRB | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000013_CR_FIRB | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000014_CR_FIRB | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000015_CR_FIRB | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000016_CR_FIRB | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000017_CR_FIRB | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000018_CR_FIRB | 54930060U4XOVED1T359 | | | | | OMV Gas Marketing & Trading GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000019_CR_FIRB | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000020_CR_FIRB | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000021_CR_FIRB | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000022_CR_FIRB | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000023_CR_FIRB | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000024_CR_FIRB | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000025_CR_FIRB | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000026_CR_FIRB | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000027_CR_FIRB | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000028_CR_FIRB | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000029_CR_FIRB | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000030_CR_FIRB | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000031_CR_FIRB | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000032_CR_FIRB | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000033_CR_FIRB | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000034_CR_FIRB | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000035_CR_FIRB | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H.

| AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000036_CR_FIRB | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000037_CR_FIRB | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000038_CR_FIRB | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000039_CR_FIRB | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000040_CR_FIRB | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB - Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000041_CR_FIRB | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000042_CR_FIRB | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000043_CR_FIRB | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000044_CR_FIRB | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000045_CR_FIRB | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000046_CR_FIRB | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000047_CR_FIRB | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000048_CR_FIRB | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000049_CR_FIRB | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000050_CR_FIRB | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000051_CR_FIRB | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000052_CR_FIRB | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000053_CR_FIRB | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000054_CR_FIRB | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000055_CR_FIRB | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000056_CR_FIRB | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000057_CR_FIRB | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000058_CR_FIRB | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000059_CR_FIRB | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000060_CR_FIRB | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000061_CR_FIRB | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000062_CR_FIRB | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000063_CR_FIRB | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000064_CR_FIRB | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000065_CR_FIRB | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000066_CR_FIRB | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000067_CR_FIRB | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000068_CR_FIRB | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000069_CR_FIRB | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000070_CR_FIRB | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000071_CR_FIRB | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000072_CR_FIRB | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000073_CR_FIRB | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000074_CR_FIRB | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000075_CR_FIRB | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000076_CR_FIRB | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000077_CR_FIRB | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000078_CR_FIRB | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000079_CR_FIRB | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000080_CR_FIRB | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000081_CR_FIRB | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000082_CR_FIRB | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000083_CR_FIRB | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000084_CR_FIRB | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000085_CR_FIRB | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000086_CR_FIRB | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000087_CR_FIRB | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000088_CR_FIRB | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000089_CR_FIRB | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000090_CR_FIRB | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000091_CR_FIRB | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000092_CR_FIRB | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000093_CR_FIRB | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000094_CR_FIRB | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000095_CR_FIRB | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000096_CR_FIRB | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000097_CR_FIRB | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000098_CR_FIRB | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000099_CR_FIRB | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000100_CR_FIRB | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize - Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000101_CR_FIRB | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000102_CR_FIRB | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000103_CR_FIRB | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000104_CR_FIRB | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000105_CR_FIRB | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000106_CR_FIRB | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000107_CR_FIRB | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000108_CR_FIRB | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000109_CR_FIRB | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000110_CR_FIRB | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000111_CR_FIRB | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000112_CR_FIRB | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000113_CR_FIRB | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000114_CR_FIRB | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000115_CR_FIRB | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000116_CR_FIRB | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000117_CR_FIRB | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000118_CR_FIRB | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000119_CR_FIRB | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000120_CR_FIRB | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000121_CR_FIRB | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000122_CR_FIRB | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000123_CR_FIRB | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000124_CR_FIRB | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000125_CR_FIRB | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000126_CR_FIRB | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000127_CR_FIRB | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000128_CR_FIRB | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000129_CR_FIRB | 529900PY79CWSUGVK810 | 249233 | | | | S.A. CORMAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000130_CR_FIRB | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000131_CR_FIRB | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000132_CR_FIRB | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000133_CR_FIRB | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000134_CR_FIRB | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000135_CR_FIRB | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000136_CR_FIRB | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000137_CR_FIRB | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000138_CR_FIRB | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000139_CR_FIRB | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000140_CR_FIRB | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000141_CR_FIRB | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000142_CR_FIRB | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000143_CR_FIRB | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000144_CR_FIRB | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000145_CR_FIRB | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000146_CR_FIRB | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000147_CR_FIRB | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000148_CR_FIRB | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000149_CR_FIRB | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000150_CR_FIRB | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000151_CR_FIRB | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000152_CR_FIRB | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000153_CR_FIRB | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000154_CR_FIRB | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000155_CR_FIRB | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000156_CR_FIRB | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000157_CR_FIRB | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000158_CR_FIRB | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000159_CR_FIRB | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000160_CR_FIRB | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000161_CR_FIRB | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000162_CR_FIRB | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000163_CR_FIRB | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000164_CR_FIRB | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. - PETROBRAS | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000165_CR_FIRB | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000166_CR_FIRB | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000167_CR_FIRB | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000168_CR_FIRB | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000169_CR_FIRB | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000170_CR_FIRB | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000171_CR_FIRB | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000172_CR_FIRB | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000173_CR_FIRB | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000174_CR_FIRB | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000175_CR_FIRB | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000176_CR_FIRB | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000177_CR_FIRB | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000178_CR_FIRB | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000179_CR_FIRB | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000180_CR_FIRB | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000181_CR_FIRB | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000182_CR_FIRB | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000183_CR_FIRB | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000184_CR_FIRB | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000185_CR_FIRB | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000186_CR_FIRB | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000187_CR_FIRB | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000188_CR_FIRB | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000189_CR_FIRB | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000190_CR_FIRB | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000191_CR_FIRB | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000192_CR_FIRB | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000193_CR_FIRB | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000194_CR_FIRB | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000195_CR_FIRB | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000196_CR_FIRB | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000197_CR_FIRB | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000198_CR_FIRB | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000199_CR_FIRB | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000200_CR_FIRB | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000201_CR_FIRB | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000202_CR_FIRB | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc.

| CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000203_CR_FIRB | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000204_CR_FIRB | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000205_CR_FIRB | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000206_CR_FIRB | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000207_CR_FIRB | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000208_CR_FIRB | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000209_CR_FIRB | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000210_CR_FIRB | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000211_CR_FIRB | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000212_CR_FIRB | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000213_CR_FIRB | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000214_CR_FIRB | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000215_CR_FIRB | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000216_CR_FIRB | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000217_CR_FIRB | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000218_CR_FIRB | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000219_CR_FIRB | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000220_CR_FIRB | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000221_CR_FIRB | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000222_CR_FIRB | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000223_CR_FIRB | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000224_CR_FIRB | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000225_CR_FIRB | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000226_CR_FIRB | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000227_CR_FIRB | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000228_CR_FIRB | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000229_CR_FIRB | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000230_CR_FIRB | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000231_CR_FIRB | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000232_CR_FIRB | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000233_CR_FIRB | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000234_CR_FIRB | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000235_CR_FIRB | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000236_CR_FIRB | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000237_CR_FIRB | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000238_CR_FIRB | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000239_CR_FIRB | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000240_CR_FIRB | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000241_CR_FIRB | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000242_CR_FIRB | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000243_CR_FIRB | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000244_CR_FIRB | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000245_CR_FIRB | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000246_CR_FIRB | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000247_CR_FIRB | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000248_CR_FIRB | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000249_CR_FIRB | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000250_CR_FIRB | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000251_CR_FIRB | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000252_CR_FIRB | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000253_CR_FIRB | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000254_CR_FIRB | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000255_CR_FIRB | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000256_CR_FIRB | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000257_CR_FIRB | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000258_CR_FIRB | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000259_CR_FIRB | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000260_CR_FIRB | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000261_CR_FIRB | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000262_CR_FIRB | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000263_CR_FIRB | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000264_CR_FIRB | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000265_CR_FIRB | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000266_CR_FIRB | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000267_CR_FIRB | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000268_CR_FIRB | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000269_CR_FIRB | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000270_CR_FIRB | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000271_CR_FIRB | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000272_CR_FIRB | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000273_CR_FIRB | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000274_CR_FIRB | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000275_CR_FIRB | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000276_CR_FIRB | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000277_CR_FIRB | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000278_CR_FIRB | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000279_CR_FIRB | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000280_CR_FIRB | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000281_CR_FIRB | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000282_CR_FIRB | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000283_CR_FIRB | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000284_CR_FIRB | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000285_CR_FIRB | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000286_CR_FIRB | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000287_CR_FIRB | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000288_CR_FIRB | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000289_CR_FIRB | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000290_CR_FIRB | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000291_CR_FIRB | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000292_CR_FIRB | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000293_CR_FIRB | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000294_CR_FIRB | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000295_CR_FIRB | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000296_CR_FIRB | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000297_CR_FIRB | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000298_CR_FIRB | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000299_CR_FIRB | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000300_CR_FIRB | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000301_CR_FIRB | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000302_CR_FIRB | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000303_CR_FIRB | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000304_CR_FIRB | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000305_CR_FIRB | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000306_CR_FIRB | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000307_CR_FIRB | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000308_CR_FIRB | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000310_CR_FIRB | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000311_CR_FIRB | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000312_CR_FIRB | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000313_CR_FIRB | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000314_CR_FIRB | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000315_CR_FIRB | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000316_CR_FIRB | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000317_CR_FIRB | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000318_CR_FIRB | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000319_CR_FIRB | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000320_CR_FIRB | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000321_CR_FIRB | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000322_CR_FIRB | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000323_CR_FIRB | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000324_CR_FIRB | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000325_CR_FIRB | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000326_CR_FIRB | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000327_CR_FIRB | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000328_CR_FIRB | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000329_CR_FIRB | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000330_CR_FIRB | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000331_CR_FIRB | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000332_CR_FIRB | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000333_CR_FIRB | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000334_CR_FIRB | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000336_CR_FIRB | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000337_CR_FIRB | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000338_CR_FIRB | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000339_CR_FIRB | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000340_CR_FIRB | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000341_CR_FIRB | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000342_CR_FIRB | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000343_CR_FIRB | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000344_CR_FIRB | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000345_CR_FIRB | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000346_CR_FIRB | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000347_CR_FIRB | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000348_CR_FIRB | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000349_CR_FIRB | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000350_CR_FIRB | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000351_CR_FIRB | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000352_CR_FIRB | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000353_CR_FIRB | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000354_CR_FIRB | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000355_CR_FIRB | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000356_CR_FIRB | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000357_CR_FIRB | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000358_CR_FIRB | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000359_CR_FIRB | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000360_CR_FIRB | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000361_CR_FIRB | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000362_CR_FIRB | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000363_CR_FIRB | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000364_CR_FIRB | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000365_CR_FIRB | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000366_CR_FIRB | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000367_CR_FIRB | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000368_CR_FIRB | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000369_CR_FIRB | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000370_CR_FIRB | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000371_CR_FIRB | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000372_CR_FIRB | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000373_CR_FIRB | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000374_CR_FIRB | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000376_CR_FIRB | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000377_CR_FIRB | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000378_CR_FIRB | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000379_CR_FIRB | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000380_CR_FIRB | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO.

KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000381_CR_FIRB | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000382_CR_FIRB | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000383_CR_FIRB | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000384_CR_FIRB | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000385_CR_FIRB | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000386_CR_FIRB | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000387_CR_FIRB | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000388_CR_FIRB | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000389_CR_FIRB | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000390_CR_FIRB | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000391_CR_FIRB | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000392_CR_FIRB | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000393_CR_FIRB | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000394_CR_FIRB | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000395_CR_FIRB | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000396_CR_FIRB | 5299001X9L42HXEBCZ51 | 1188960-7 | | | | Ceconomy AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000397_CR_FIRB | 529900ZYVEIYJRO6TG34 | 3328361-5 | | | | Meyer Werft GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000398_CR_FIRB | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000399_CR_FIRB | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000400_CR_FIRB | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000401_CR_FIRB | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000402_CR_FIRB | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000403_CR_FIRB | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000404_CR_FIRB | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000405_CR_FIRB | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000406_CR_FIRB | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000407_CR_FIRB | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000408_CR_FIRB | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000409_CR_FIRB | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000410_CR_FIRB | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000411_CR_FIRB | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000412_CR_FIRB | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000413_CR_FIRB | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000414_CR_FIRB | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000415_CR_FIRB | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000416_CR_FIRB | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000417_CR_FIRB | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | IHO Verwaltungs GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000418_CR_FIRB | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000419_CR_FIRB | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000420_CR_FIRB | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000421_CR_FIRB | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000422_CR_FIRB | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000423_CR_FIRB | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000424_CR_FIRB | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000425_CR_FIRB | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000426_CR_FIRB | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000427_CR_FIRB | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000428_CR_FIRB | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000429_CR_FIRB | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000430_CR_FIRB | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000431_CR_FIRB | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000432_CR_FIRB | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000433_CR_FIRB | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000434_CR_FIRB | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000435_CR_FIRB | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000436_CR_FIRB | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000437_CR_FIRB | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000438_CR_FIRB | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000439_CR_FIRB | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000440_CR_FIRB | XQMNIROSQAS7Y9TT7I97 | 2515082-2 | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000441_CR_FIRB | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000442_CR_FIRB | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000443_CR_FIRB | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000444_CR_FIRB | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000445_CR_FIRB | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH & Co. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000446_CR_FIRB | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000447_CR_FIRB | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000448_CR_FIRB | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000449_CR_FIRB | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000450_CR_FIRB | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000451_CR_FIRB | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000452_CR_FIRB | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000453_CR_FIRB | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000454_CR_FIRB | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000455_CR_FIRB | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000456_CR_FIRB | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000457_CR_FIRB | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000458_CR_FIRB | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000459_CR_FIRB | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000460_CR_FIRB | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000461_CR_FIRB | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000462_CR_FIRB | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000463_CR_FIRB | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000464_CR_FIRB | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000465_CR_FIRB | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000466_CR_FIRB | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000467_CR_FIRB | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000468_CR_FIRB | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000469_CR_FIRB | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000470_CR_FIRB | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000471_CR_FIRB | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000472_CR_FIRB | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000473_CR_FIRB | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000474_CR_FIRB | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000475_CR_FIRB | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000476_CR_FIRB | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000477_CR_FIRB | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000478_CR_FIRB | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000479_CR_FIRB | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000480_CR_FIRB | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000481_CR_FIRB | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000482_CR_FIRB | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000483_CR_FIRB | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000484_CR_FIRB | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000485_CR_FIRB | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000486_CR_FIRB | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000487_CR_FIRB | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000488_CR_FIRB | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000489_CR_FIRB | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000490_CR_FIRB | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000491_CR_FIRB | 549300RIPHN847476O42 | | | | | J. LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000492_CR_FIRB | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000493_CR_FIRB | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000494_CR_FIRB | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000495_CR_FIRB | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000496_CR_FIRB | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000497_CR_FIRB | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000498_CR_FIRB | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000499_CR_FIRB | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000500_CR_FIRB | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000501_CR_FIRB | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000502_CR_FIRB | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000503_CR_FIRB | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000504_CR_FIRB | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000505_CR_FIRB | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000506_CR_FIRB | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000507_CR_FIRB | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000508_CR_FIRB | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000509_CR_FIRB | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000510_CR_FIRB | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000511_CR_FIRB | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000512_CR_FIRB | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000513_CR_FIRB | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000514_CR_FIRB | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000515_CR_FIRB | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000516_CR_FIRB | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000517_CR_FIRB | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000518_CR_FIRB | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000519_CR_FIRB | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000520_CR_FIRB | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000521_CR_FIRB | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000522_CR_FIRB | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000523_CR_FIRB | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000524_CR_FIRB | 95980020140005800000 | | | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000525_CR_FIRB | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000526_CR_FIRB | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000527_CR_FIRB | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000528_CR_FIRB | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000529_CR_FIRB | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000530_CR_FIRB | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000531_CR_FIRB | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000532_CR_FIRB | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000533_CR_FIRB | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000534_CR_FIRB | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000535_CR_FIRB | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000536_CR_FIRB | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000537_CR_FIRB | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000538_CR_FIRB | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000539_CR_FIRB | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000540_CR_FIRB | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000541_CR_FIRB | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000542_CR_FIRB | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000543_CR_FIRB | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000544_CR_FIRB | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000545_CR_FIRB | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000546_CR_FIRB | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000547_CR_FIRB | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000548_CR_FIRB | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000549_CR_FIRB | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000550_CR_FIRB | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000551_CR_FIRB | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000552_CR_FIRB | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000553_CR_FIRB | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000554_CR_FIRB | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000555_CR_FIRB | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000556_CR_FIRB | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000557_CR_FIRB | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000558_CR_FIRB | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A.

| ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000559_CR_FIRB | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000560_CR_FIRB | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000561_CR_FIRB | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000562_CR_FIRB | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000563_CR_FIRB | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000564_CR_FIRB | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000565_CR_FIRB | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000566_CR_FIRB | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000567_CR_FIRB | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000568_CR_FIRB | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000569_CR_FIRB | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000570_CR_FIRB | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000571_CR_FIRB | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000572_CR_FIRB | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000573_CR_FIRB | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000574_CR_FIRB | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000575_CR_FIRB | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000576_CR_FIRB | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000577_CR_FIRB | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000578_CR_FIRB | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000579_CR_FIRB | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000580_CR_FIRB | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000581_CR_FIRB | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000582_CR_FIRB | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000583_CR_FIRB | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000584_CR_FIRB | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000585_CR_FIRB | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000586_CR_FIRB | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000587_CR_FIRB | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000588_CR_FIRB | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000589_CR_FIRB | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000590_CR_FIRB | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000591_CR_FIRB | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000592_CR_FIRB | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000593_CR_FIRB | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000594_CR_FIRB | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000595_CR_FIRB | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000596_CR_FIRB | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000597_CR_FIRB | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000598_CR_FIRB | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000599_CR_FIRB | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000600_CR_FIRB | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000601_CR_FIRB | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000602_CR_FIRB | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000603_CR_FIRB | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000604_CR_FIRB | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000605_CR_FIRB | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000606_CR_FIRB | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000607_CR_FIRB | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000608_CR_FIRB | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000609_CR_FIRB | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000610_CR_FIRB | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000611_CR_FIRB | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000612_CR_FIRB | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000613_CR_FIRB | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000614_CR_FIRB | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000615_CR_FIRB | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000616_CR_FIRB | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000617_CR_FIRB | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000618_CR_FIRB | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000619_CR_FIRB | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000620_CR_FIRB | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000621_CR_FIRB | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000622_CR_FIRB | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000623_CR_FIRB | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD - PERRACHON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000624_CR_FIRB | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000625_CR_FIRB | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000626_CR_FIRB | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000627_CR_FIRB | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000628_CR_FIRB | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000629_CR_FIRB | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000630_CR_FIRB | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000631_CR_FIRB | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000632_CR_FIRB | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000633_CR_FIRB | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000634_CR_FIRB | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000635_CR_FIRB | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000636_CR_FIRB | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000637_CR_FIRB | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000638_CR_FIRB | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000639_CR_FIRB | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000640_CR_FIRB | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000641_CR_FIRB | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000642_CR_FIRB | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000643_CR_FIRB | 52990087UKA0U2TO8412 | | | | | AIRBUS HELICOPTERS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000645_CR_FIRB | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000646_CR_FIRB | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000647_CR_FIRB | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000648_CR_FIRB | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000649_CR_FIRB | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000650_CR_FIRB | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000651_CR_FIRB | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000652_CR_FIRB | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000653_CR_FIRB | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000654_CR_FIRB | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000655_CR_FIRB | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000656_CR_FIRB | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000657_CR_FIRB | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000658_CR_FIRB | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000659_CR_FIRB | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000660_CR_FIRB | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000661_CR_FIRB | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000662_CR_FIRB | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000663_CR_FIRB | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000664_CR_FIRB | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000665_CR_FIRB | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000666_CR_FIRB | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000667_CR_FIRB | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000668_CR_FIRB | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000669_CR_FIRB | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000670_CR_FIRB | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000671_CR_FIRB | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000672_CR_FIRB | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000673_CR_FIRB | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000674_CR_FIRB | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000675_CR_FIRB | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000676_CR_FIRB | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000677_CR_FIRB | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000678_CR_FIRB | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000679_CR_FIRB | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000680_CR_FIRB | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000681_CR_FIRB | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000682_CR_FIRB | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000683_CR_FIRB | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000684_CR_FIRB | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000685_CR_FIRB | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000686_CR_FIRB | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000687_CR_FIRB | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000688_CR_FIRB | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000689_CR_FIRB | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000690_CR_FIRB | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000691_CR_FIRB | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000692_CR_FIRB | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000693_CR_FIRB | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000694_CR_FIRB | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000695_CR_FIRB | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000696_CR_FIRB | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000697_CR_FIRB | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000698_CR_FIRB | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000699_CR_FIRB | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000700_CR_FIRB | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000701_CR_FIRB | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000702_CR_FIRB | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000703_CR_FIRB | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000704_CR_FIRB | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000705_CR_FIRB | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000706_CR_FIRB | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000707_CR_FIRB | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000708_CR_FIRB | 969500A4MXJ3ESPHK698 | | | | | SNCF MOBILITES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000709_CR_FIRB | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000710_CR_FIRB | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000711_CR_FIRB | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000712_CR_FIRB | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000713_CR_FIRB | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000714_CR_FIRB | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000715_CR_FIRB | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000716_CR_FIRB | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000717_CR_FIRB | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000718_CR_FIRB | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000719_CR_FIRB | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000720_CR_FIRB | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000721_CR_FIRB | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000722_CR_FIRB | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000723_CR_FIRB | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000724_CR_FIRB | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000725_CR_FIRB | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000726_CR_FIRB | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000727_CR_FIRB | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000728_CR_FIRB | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000729_CR_FIRB | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000730_CR_FIRB | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000731_CR_FIRB | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000732_CR_FIRB | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000733_CR_FIRB | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000734_CR_FIRB | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No.

1 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000735_CR_FIRB | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000736_CR_FIRB | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000737_CR_FIRB | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000738_CR_FIRB | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000739_CR_FIRB | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000740_CR_FIRB | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000741_CR_FIRB | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000742_CR_FIRB | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000743_CR_FIRB | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000744_CR_FIRB | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000745_CR_FIRB | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000746_CR_FIRB | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000747_CR_FIRB | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000748_CR_FIRB | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000749_CR_FIRB | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000750_CR_FIRB | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000751_CR_FIRB | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000752_CR_FIRB | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000753_CR_FIRB | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000754_CR_FIRB | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000755_CR_FIRB | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000756_CR_FIRB | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000757_CR_FIRB | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000758_CR_FIRB | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000759_CR_FIRB | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000760_CR_FIRB | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000761_CR_FIRB | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000762_CR_FIRB | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000763_CR_FIRB | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000764_CR_FIRB | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000765_CR_FIRB | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000766_CR_FIRB | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000767_CR_FIRB | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000768_CR_FIRB | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000769_CR_FIRB | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000770_CR_FIRB | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000771_CR_FIRB | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000772_CR_FIRB | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000773_CR_FIRB | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000774_CR_FIRB | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000775_CR_FIRB | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000776_CR_FIRB | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000777_CR_FIRB | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000778_CR_FIRB | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000779_CR_FIRB | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000780_CR_FIRB | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000781_CR_FIRB | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000782_CR_FIRB | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000783_CR_FIRB | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000784_CR_FIRB | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000785_CR_FIRB | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000786_CR_FIRB | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000787_CR_FIRB | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000788_CR_FIRB | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000789_CR_FIRB | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000790_CR_FIRB | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000791_CR_FIRB | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000792_CR_FIRB | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000793_CR_FIRB | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000794_CR_FIRB | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000795_CR_FIRB | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000796_CR_FIRB | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000797_CR_FIRB | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000798_CR_FIRB | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000799_CR_FIRB | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000800_CR_FIRB | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000801_CR_FIRB | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000802_CR_FIRB | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000803_CR_FIRB | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000804_CR_FIRB | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000805_CR_FIRB | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000806_CR_FIRB | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000807_CR_FIRB | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000808_CR_FIRB | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000809_CR_FIRB | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000810_CR_FIRB | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000811_CR_FIRB | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000812_CR_FIRB | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000813_CR_FIRB | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000814_CR_FIRB | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000815_CR_FIRB | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000816_CR_FIRB | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000817_CR_FIRB | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000818_CR_FIRB | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000819_CR_FIRB | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000820_CR_FIRB | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000821_CR_FIRB | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000822_CR_FIRB | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000823_CR_FIRB | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000824_CR_FIRB | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000825_CR_FIRB | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000826_CR_FIRB | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000827_CR_FIRB | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000828_CR_FIRB | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000829_CR_FIRB | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000830_CR_FIRB | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000831_CR_FIRB | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000832_CR_FIRB | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000833_CR_FIRB | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000834_CR_FIRB | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000835_CR_FIRB | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000836_CR_FIRB | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000837_CR_FIRB | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000838_CR_FIRB | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000839_CR_FIRB | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000840_CR_FIRB | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000841_CR_FIRB | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000842_CR_FIRB | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000843_CR_FIRB | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000844_CR_FIRB | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000845_CR_FIRB | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000846_CR_FIRB | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000847_CR_FIRB | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000848_CR_FIRB | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000849_CR_FIRB | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000850_CR_FIRB | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000851_CR_FIRB | 213800HX7FMPA2CIEF02 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000852_CR_FIRB | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000853_CR_FIRB | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000854_CR_FIRB | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0000855_CR_FIRB | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co.

International plc | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000856_CR_FIRB | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000857_CR_FIRB | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000858_CR_FIRB | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000859_CR_FIRB | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000860_CR_FIRB | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000861_CR_FIRB | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000862_CR_FIRB | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000863_CR_FIRB | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000864_CR_FIRB | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000865_CR_FIRB | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000866_CR_FIRB | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000867_CR_FIRB | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000868_CR_FIRB | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000869_CR_FIRB | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000870_CR_FIRB | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000871_CR_FIRB | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000872_CR_FIRB | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000873_CR_FIRB | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000874_CR_FIRB | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000875_CR_FIRB | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000876_CR_FIRB | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000877_CR_FIRB | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000878_CR_FIRB | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000879_CR_FIRB | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000880_CR_FIRB | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000881_CR_FIRB | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000882_CR_FIRB | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000883_CR_FIRB | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000884_CR_FIRB | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000885_CR_FIRB | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000886_CR_FIRB | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000887_CR_FIRB | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000888_CR_FIRB | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000889_CR_FIRB | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000890_CR_FIRB | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000891_CR_FIRB | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000892_CR_FIRB | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000893_CR_FIRB | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000894_CR_FIRB | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000895_CR_FIRB | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000896_CR_FIRB | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000897_CR_FIRB | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000898_CR_FIRB | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000899_CR_FIRB | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000900_CR_FIRB | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000901_CR_FIRB | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000902_CR_FIRB | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000903_CR_FIRB | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000904_CR_FIRB | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000905_CR_FIRB | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000906_CR_FIRB | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000907_CR_FIRB | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000908_CR_FIRB | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000909_CR_FIRB | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000910_CR_FIRB | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000911_CR_FIRB | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000912_CR_FIRB | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000913_CR_FIRB | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000914_CR_FIRB | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000915_CR_FIRB | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000916_CR_FIRB | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000917_CR_FIRB | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000918_CR_FIRB | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000919_CR_FIRB | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000920_CR_FIRB | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000921_CR_FIRB | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000922_CR_FIRB | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000923_CR_FIRB | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000924_CR_FIRB | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000925_CR_FIRB | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000926_CR_FIRB | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000927_CR_FIRB | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000928_CR_FIRB | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000929_CR_FIRB | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000930_CR_FIRB | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000931_CR_FIRB | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000932_CR_FIRB | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000933_CR_FIRB | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000934_CR_FIRB | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000935_CR_FIRB | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000936_CR_FIRB | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000937_CR_FIRB | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000938_CR_FIRB | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000939_CR_FIRB | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000940_CR_FIRB | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000941_CR_FIRB | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000942_CR_FIRB | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000943_CR_FIRB | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000944_CR_FIRB | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000945_CR_FIRB | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000946_CR_FIRB | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000947_CR_FIRB | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000948_CR_FIRB | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000949_CR_FIRB | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000950_CR_FIRB | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000951_CR_FIRB | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000952_CR_FIRB | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000953_CR_FIRB | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000954_CR_FIRB | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000955_CR_FIRB | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000956_CR_FIRB | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000957_CR_FIRB | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000958_CR_FIRB | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000959_CR_FIRB | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000960_CR_FIRB | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000961_CR_FIRB | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000962_CR_FIRB | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000963_CR_FIRB | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000964_CR_FIRB | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000965_CR_FIRB | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000966_CR_FIRB | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000967_CR_FIRB | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000968_CR_FIRB | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000969_CR_FIRB | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000970_CR_FIRB | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000971_CR_FIRB | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000972_CR_FIRB | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000973_CR_FIRB | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000974_CR_FIRB | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000975_CR_FIRB | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000976_CR_FIRB | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000977_CR_FIRB | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000978_CR_FIRB | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000979_CR_FIRB | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000980_CR_FIRB | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000981_CR_FIRB | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000982_CR_FIRB | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000983_CR_FIRB | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000984_CR_FIRB | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA - SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000985_CR_FIRB | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000986_CR_FIRB | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000987_CR_FIRB | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000988_CR_FIRB | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000989_CR_FIRB | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000990_CR_FIRB | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000991_CR_FIRB | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000993_CR_FIRB | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000994_CR_FIRB | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000995_CR_FIRB | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000996_CR_FIRB | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000997_CR_FIRB | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000998_CR_FIRB | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000999_CR_FIRB | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001000_CR_FIRB | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001001_CR_FIRB | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001002_CR_FIRB | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001003_CR_FIRB | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001004_CR_FIRB | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001005_CR_FIRB | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001006_CR_FIRB | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001007_CR_FIRB | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001008_CR_FIRB | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001009_CR_FIRB | 8156004604684CA44A90 | | | | | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001011_CR_FIRB | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001012_CR_FIRB | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001013_CR_FIRB | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001014_CR_FIRB | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001015_CR_FIRB | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001016_CR_FIRB | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001017_CR_FIRB | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001018_CR_FIRB | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001019_CR_FIRB | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001020_CR_FIRB | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001021_CR_FIRB | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001022_CR_FIRB | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001023_CR_FIRB | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001024_CR_FIRB | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001025_CR_FIRB | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001026_CR_FIRB | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001027_CR_FIRB | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001028_CR_FIRB | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001029_CR_FIRB | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001030_CR_FIRB | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001031_CR_FIRB | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001032_CR_FIRB | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001033_CR_FIRB | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A.

| IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001034_CR_FIRB | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA - S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001035_CR_FIRB | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001036_CR_FIRB | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001038_CR_FIRB | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001039_CR_FIRB | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001040_CR_FIRB | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001041_CR_FIRB | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001042_CR_FIRB | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001043_CR_FIRB | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001044_CR_FIRB | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001045_CR_FIRB | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001046_CR_FIRB | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001047_CR_FIRB | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001048_CR_FIRB | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001049_CR_FIRB | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001050_CR_FIRB | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001051_CR_FIRB | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001052_CR_FIRB | | 5012487 | 8850400154 | | | SACAL - SOCIETA' ALLUMINIO CARISIO - S.P | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001053_CR_FIRB | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001054_CR_FIRB | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001055_CR_FIRB | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001056_CR_FIRB | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001057_CR_FIRB | | 6524595 | 3957900487 | | | SAMMONTANA - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001058_CR_FIRB | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001059_CR_FIRB | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001060_CR_FIRB | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001061_CR_FIRB | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001062_CR_FIRB | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001063_CR_FIRB | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001064_CR_FIRB | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001065_CR_FIRB | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001066_CR_FIRB | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001067_CR_FIRB | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001068_CR_FIRB | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001069_CR_FIRB | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001070_CR_FIRB | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001071_CR_FIRB | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001072_CR_FIRB | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001073_CR_FIRB | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI - FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001074_CR_FIRB | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001075_CR_FIRB | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001076_CR_FIRB | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001077_CR_FIRB | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001078_CR_FIRB | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001079_CR_FIRB | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001080_CR_FIRB | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001081_CR_FIRB | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001082_CR_FIRB | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001083_CR_FIRB | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001084_CR_FIRB | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001085_CR_FIRB | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001086_CR_FIRB | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001087_CR_FIRB | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001088_CR_FIRB | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001089_CR_FIRB | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001090_CR_FIRB | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001091_CR_FIRB | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001092_CR_FIRB | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001093_CR_FIRB | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001094_CR_FIRB | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001095_CR_FIRB | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001096_CR_FIRB | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001097_CR_FIRB | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001098_CR_FIRB | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001099_CR_FIRB | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001100_CR_FIRB | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001101_CR_FIRB | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001102_CR_FIRB | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB "Kauno grūdai" | LT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001103_CR_FIRB | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001104_CR_FIRB | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001105_CR_FIRB | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001106_CR_FIRB | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001107_CR_FIRB | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001108_CR_FIRB | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001109_CR_FIRB | 529900W1S8TJDDH8YB29 | | | | | Encevo S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001110_CR_FIRB | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001111_CR_FIRB | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001112_CR_FIRB | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001113_CR_FIRB | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001114_CR_FIRB | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001115_CR_FIRB | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001116_CR_FIRB | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001117_CR_FIRB | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001118_CR_FIRB | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001119_CR_FIRB | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001120_CR_FIRB | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001121_CR_FIRB | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001122_CR_FIRB | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001123_CR_FIRB | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001124_CR_FIRB | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001125_CR_FIRB | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001126_CR_FIRB | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001127_CR_FIRB | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001128_CR_FIRB | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001129_CR_FIRB | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001130_CR_FIRB | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001131_CR_FIRB | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001132_CR_FIRB | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001133_CR_FIRB | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001134_CR_FIRB | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001135_CR_FIRB | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001136_CR_FIRB | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001137_CR_FIRB | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001138_CR_FIRB | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001139_CR_FIRB | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001140_CR_FIRB | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001142_CR_FIRB | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001143_CR_FIRB | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001144_CR_FIRB | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001145_CR_FIRB | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001146_CR_FIRB | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001147_CR_FIRB | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001148_CR_FIRB | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001149_CR_FIRB | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001150_CR_FIRB | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001151_CR_FIRB | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001152_CR_FIRB | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001153_CR_FIRB | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001154_CR_FIRB | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001155_CR_FIRB | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001156_CR_FIRB | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001157_CR_FIRB | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001158_CR_FIRB | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001159_CR_FIRB | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001160_CR_FIRB | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001161_CR_FIRB | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001162_CR_FIRB | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001163_CR_FIRB | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001164_CR_FIRB | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001165_CR_FIRB | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001166_CR_FIRB | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001167_CR_FIRB | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001168_CR_FIRB | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001169_CR_FIRB | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001170_CR_FIRB | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001171_CR_FIRB | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001172_CR_FIRB | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001173_CR_FIRB | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001174_CR_FIRB | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001175_CR_FIRB | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001176_CR_FIRB | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001177_CR_FIRB | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001178_CR_FIRB | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001179_CR_FIRB | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001180_CR_FIRB | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001181_CR_FIRB | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001182_CR_FIRB | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001183_CR_FIRB | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001184_CR_FIRB | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001185_CR_FIRB | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001186_CR_FIRB | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001187_CR_FIRB | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001188_CR_FIRB | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001189_CR_FIRB | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001190_CR_FIRB | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001191_CR_FIRB | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001192_CR_FIRB | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001193_CR_FIRB | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001194_CR_FIRB | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001195_CR_FIRB | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001196_CR_FIRB | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001197_CR_FIRB | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001198_CR_FIRB | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001199_CR_FIRB | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001200_CR_FIRB | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001201_CR_FIRB | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001202_CR_FIRB | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001203_CR_FIRB | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001204_CR_FIRB | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001205_CR_FIRB | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001206_CR_FIRB | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001207_CR_FIRB | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001208_CR_FIRB | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V.

| NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001209_CR_FIRB | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001210_CR_FIRB | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001211_CR_FIRB | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001212_CR_FIRB | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001213_CR_FIRB | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001214_CR_FIRB | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001215_CR_FIRB | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001216_CR_FIRB | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001217_CR_FIRB | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001218_CR_FIRB | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001219_CR_FIRB | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001220_CR_FIRB | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001221_CR_FIRB | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001222_CR_FIRB | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001223_CR_FIRB | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001224_CR_FIRB | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001225_CR_FIRB | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001226_CR_FIRB | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001227_CR_FIRB | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001228_CR_FIRB | 724500L44K67W7UW1C59 | | | | | TomTom International B.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001229_CR_FIRB | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001230_CR_FIRB | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001231_CR_FIRB | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001232_CR_FIRB | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001234_CR_FIRB | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001235_CR_FIRB | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001236_CR_FIRB | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001237_CR_FIRB | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001238_CR_FIRB | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001239_CR_FIRB | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001240_CR_FIRB | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001241_CR_FIRB | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001242_CR_FIRB | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001243_CR_FIRB | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001244_CR_FIRB | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001245_CR_FIRB | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001246_CR_FIRB | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001247_CR_FIRB | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001248_CR_FIRB | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001249_CR_FIRB | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001250_CR_FIRB | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001251_CR_FIRB | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001252_CR_FIRB | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001253_CR_FIRB | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001254_CR_FIRB | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001255_CR_FIRB | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001256_CR_FIRB | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001257_CR_FIRB | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001258_CR_FIRB | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001259_CR_FIRB | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001260_CR_FIRB | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001261_CR_FIRB | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001262_CR_FIRB | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001263_CR_FIRB | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001264_CR_FIRB | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001265_CR_FIRB | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001266_CR_FIRB | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001267_CR_FIRB | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001268_CR_FIRB | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001269_CR_FIRB | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001270_CR_FIRB | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP - Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001271_CR_FIRB | 529900LOXJVWGOH84656 | | 503293695 | | | EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001272_CR_FIRB | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001273_CR_FIRB | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001274_CR_FIRB | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA - SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001275_CR_FIRB | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001276_CR_FIRB | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001277_CR_FIRB | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001278_CR_FIRB | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001279_CR_FIRB | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001280_CR_FIRB | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001281_CR_FIRB | | | 507979265 | | | OPWAY - SGPS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001282_CR_FIRB | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001283_CR_FIRB | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001284_CR_FIRB | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001285_CR_FIRB | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001286_CR_FIRB | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001287_CR_FIRB | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001288_CR_FIRB | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001289_CR_FIRB | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001290_CR_FIRB | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001291_CR_FIRB | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001292_CR_FIRB | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001293_CR_FIRB | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001294_CR_FIRB | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001295_CR_FIRB | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001296_CR_FIRB | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001297_CR_FIRB | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001298_CR_FIRB | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001299_CR_FIRB | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001300_CR_FIRB | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V. (The) | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001301_CR_FIRB | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001302_CR_FIRB | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001303_CR_FIRB | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001304_CR_FIRB | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001305_CR_FIRB | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001306_CR_FIRB | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001307_CR_FIRB | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001308_CR_FIRB | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001309_CR_FIRB | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001310_CR_FIRB | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001311_CR_FIRB | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001312_CR_FIRB | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001313_CR_FIRB | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001314_CR_FIRB | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001315_CR_FIRB | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001316_CR_FIRB | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001317_CR_FIRB | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001318_CR_FIRB | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001319_CR_FIRB | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001320_CR_FIRB | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001321_CR_FIRB | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001322_CR_FIRB | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001323_CR_FIRB | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001324_CR_FIRB | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001325_CR_FIRB | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001326_CR_FIRB | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001327_CR_FIRB | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001328_CR_FIRB | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001329_CR_FIRB | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001330_CR_FIRB | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001331_CR_FIRB | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001332_CR_FIRB | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001333_CR_FIRB | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001334_CR_FIRB | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001335_CR_FIRB | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001336_CR_FIRB | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001337_CR_FIRB | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001338_CR_FIRB | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001339_CR_FIRB | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001340_CR_FIRB | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001341_CR_FIRB | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001342_CR_FIRB | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001343_CR_FIRB | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001344_CR_FIRB | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001345_CR_FIRB | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001346_CR_FIRB | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001347_CR_FIRB | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001348_CR_FIRB | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001349_CR_FIRB | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001350_CR_FIRB | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001351_CR_FIRB | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001352_CR_FIRB | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001353_CR_FIRB | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001354_CR_FIRB | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001355_CR_FIRB | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001356_CR_FIRB | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001357_CR_FIRB | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001358_CR_FIRB | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001359_CR_FIRB | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001360_CR_FIRB | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001361_CR_FIRB | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001362_CR_FIRB | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001363_CR_FIRB | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001364_CR_FIRB | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001365_CR_FIRB | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001366_CR_FIRB | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001367_CR_FIRB | 549300QOGMPTKB6W7G56 | | 1.07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001368_CR_FIRB | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001369_CR_FIRB | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001370_CR_FIRB | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001371_CR_FIRB | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001372_CR_FIRB | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001373_CR_FIRB | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001374_CR_FIRB | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001375_CR_FIRB | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001376_CR_FIRB | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001377_CR_FIRB | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001378_CR_FIRB | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001379_CR_FIRB | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001380_CR_FIRB | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001381_CR_FIRB | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001382_CR_FIRB | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001383_CR_FIRB | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001384_CR_FIRB | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001385_CR_FIRB | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001386_CR_FIRB | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001387_CR_FIRB | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc.

| US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001388_CR_FIRB | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001389_CR_FIRB | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001390_CR_FIRB | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001391_CR_FIRB | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001392_CR_FIRB | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001393_CR_FIRB | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001394_CR_FIRB | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001395_CR_FIRB | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001396_CR_FIRB | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001397_CR_FIRB | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001398_CR_FIRB | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001399_CR_FIRB | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001400_CR_FIRB | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001401_CR_FIRB | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001402_CR_FIRB | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001403_CR_FIRB | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001404_CR_FIRB | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001405_CR_FIRB | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001406_CR_FIRB | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001407_CR_FIRB | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001408_CR_FIRB | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001409_CR_FIRB | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001410_CR_FIRB | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001411_CR_FIRB | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001412_CR_FIRB | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001413_CR_FIRB | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001414_CR_FIRB | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001415_CR_FIRB | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001416_CR_FIRB | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001417_CR_FIRB | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001418_CR_FIRB | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001419_CR_FIRB | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001420_CR_FIRB | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001421_CR_FIRB | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001422_CR_FIRB | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001423_CR_FIRB | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001424_CR_FIRB | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001425_CR_FIRB | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001426_CR_FIRB | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001427_CR_FIRB | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001428_CR_FIRB | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001429_CR_FIRB | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001430_CR_FIRB | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001431_CR_FIRB | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001432_CR_FIRB | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001433_CR_FIRB | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001434_CR_FIRB | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001435_CR_FIRB | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001436_CR_FIRB | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001437_CR_FIRB | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001438_CR_FIRB | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001439_CR_FIRB | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001440_CR_FIRB | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001441_CR_FIRB | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001442_CR_FIRB | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001443_CR_FIRB | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001444_CR_FIRB | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001445_CR_FIRB | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001446_CR_FIRB | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001447_CR_FIRB | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001448_CR_FIRB | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001449_CR_FIRB | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001450_CR_FIRB | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001451_CR_FIRB | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001452_CR_FIRB | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001453_CR_FIRB | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001454_CR_FIRB | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001455_CR_FIRB | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001456_CR_FIRB | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001457_CR_FIRB | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001458_CR_FIRB | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001459_CR_FIRB | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001460_CR_FIRB | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001461_CR_FIRB | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001462_CR_FIRB | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001463_CR_FIRB | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001464_CR_FIRB | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001465_CR_FIRB | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001466_CR_FIRB | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001467_CR_FIRB | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001468_CR_FIRB | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001469_CR_FIRB | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001470_CR_FIRB | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001471_CR_FIRB | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001472_CR_FIRB | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001473_CR_FIRB | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001474_CR_FIRB | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001475_CR_FIRB | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001476_CR_FIRB | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001477_CR_FIRB | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001478_CR_FIRB | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001479_CR_FIRB | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001480_CR_FIRB | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001481_CR_FIRB | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001482_CR_FIRB | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001483_CR_FIRB | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001484_CR_FIRB | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001485_CR_FIRB | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001486_CR_FIRB | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001487_CR_FIRB | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001488_CR_FIRB | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001489_CR_FIRB | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001490_CR_FIRB | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001491_CR_FIRB | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001492_CR_FIRB | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001493_CR_FIRB | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001494_CR_FIRB | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001495_CR_FIRB | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001496_CR_FIRB | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001497_CR_FIRB | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001498_CR_FIRB | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001499_CR_FIRB | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001500_CR_FIRB | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001501_CR_FIRB | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001502_CR_FIRB | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001503_CR_FIRB | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001504_CR_FIRB | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001505_CR_FIRB | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001506_CR_FIRB | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001507_CR_FIRB | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001508_CR_FIRB | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001509_CR_FIRB | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001510_CR_FIRB | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001511_CR_FIRB | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001512_CR_FIRB | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001513_CR_FIRB | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001514_CR_FIRB | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001515_CR_FIRB | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001516_CR_FIRB | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001517_CR_FIRB | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001518_CR_FIRB | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001519_CR_FIRB | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001520_CR_FIRB | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001521_CR_FIRB | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001522_CR_FIRB | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001523_CR_FIRB | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001524_CR_FIRB | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001525_CR_FIRB | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001526_CR_FIRB | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001527_CR_FIRB | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001528_CR_FIRB | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001529_CR_FIRB | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001530_CR_FIRB | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001531_CR_FIRB | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001532_CR_FIRB | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001533_CR_FIRB | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001534_CR_FIRB | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001535_CR_FIRB | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001536_CR_FIRB | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001537_CR_FIRB | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001538_CR_FIRB | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001539_CR_FIRB | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001540_CR_FIRB | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001541_CR_FIRB | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001542_CR_FIRB | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001543_CR_FIRB | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001544_CR_FIRB | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001545_CR_FIRB | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001546_CR_FIRB | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001547_CR_FIRB | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001548_CR_FIRB | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001549_CR_FIRB | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001550_CR_FIRB | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001551_CR_FIRB | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001552_CR_FIRB | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001553_CR_FIRB | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001554_CR_FIRB | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001555_CR_FIRB | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001556_CR_FIRB | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001557_CR_FIRB | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001558_CR_FIRB | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001559_CR_FIRB | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001560_CR_FIRB | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001561_CR_FIRB | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001562_CR_FIRB | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001563_CR_FIRB | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001564_CR_FIRB | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001565_CR_FIRB | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc.

| US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001566_CR_FIRB | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001567_CR_FIRB | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001568_CR_FIRB | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001569_CR_FIRB | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001570_CR_FIRB | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001571_CR_FIRB | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001572_CR_FIRB | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001573_CR_FIRB | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001574_CR_FIRB | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001575_CR_FIRB | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001576_CR_FIRB | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001577_CR_FIRB | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001578_CR_FIRB | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001579_CR_FIRB | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001580_CR_FIRB | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001581_CR_FIRB | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001582_CR_FIRB | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001583_CR_FIRB | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001584_CR_FIRB | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001585_CR_FIRB | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001586_CR_FIRB | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001587_CR_FIRB | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001588_CR_FIRB | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001589_CR_FIRB | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001590_CR_FIRB | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001591_CR_FIRB | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001592_CR_FIRB | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001593_CR_FIRB | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001594_CR_FIRB | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001595_CR_FIRB | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001596_CR_FIRB | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001597_CR_FIRB | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001598_CR_FIRB | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001599_CR_FIRB | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001600_CR_FIRB | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001601_CR_FIRB | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001602_CR_FIRB | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001603_CR_FIRB | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001604_CR_FIRB | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001605_CR_FIRB | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001606_CR_FIRB | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001607_CR_FIRB | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001608_CR_FIRB | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001609_CR_FIRB | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001610_CR_FIRB | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001611_CR_FIRB | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001612_CR_FIRB | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001613_CR_FIRB | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001614_CR_FIRB | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001615_CR_FIRB | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001617_CR_FIRB | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001618_CR_FIRB | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001619_CR_FIRB | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001620_CR_FIRB | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001621_CR_FIRB | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001623_CR_FIRB | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001624_CR_FIRB | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001625_CR_FIRB | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001626_CR_FIRB | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001627_CR_FIRB | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001628_CR_FIRB | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001629_CR_FIRB | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001630_CR_FIRB | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001631_CR_FIRB | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001632_CR_FIRB | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001633_CR_FIRB | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001634_CR_FIRB | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001635_CR_FIRB | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001636_CR_FIRB | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001637_CR_FIRB | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001638_CR_FIRB | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001639_CR_FIRB | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001640_CR_FIRB | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001641_CR_FIRB | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001642_CR_FIRB | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001643_CR_FIRB | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001644_CR_FIRB | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001645_CR_FIRB | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001646_CR_FIRB | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001647_CR_FIRB | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001648_CR_FIRB | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001649_CR_FIRB | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001650_CR_FIRB | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001651_CR_FIRB | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001652_CR_FIRB | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001653_CR_FIRB | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001654_CR_FIRB | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001655_CR_FIRB | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001656_CR_FIRB | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001657_CR_FIRB | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001658_CR_FIRB | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001659_CR_FIRB | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001660_CR_FIRB | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001661_CR_FIRB | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001662_CR_FIRB | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001663_CR_FIRB | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001664_CR_FIRB | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001665_CR_FIRB | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001666_CR_FIRB | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001667_CR_FIRB | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO - NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001668_CR_FIRB | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett - Packard Belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001669_CR_FIRB | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001670_CR_FIRB | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001671_CR_FIRB | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001672_CR_FIRB | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001673_CR_FIRB | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001674_CR_FIRB | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001675_CR_FIRB | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001676_CR_FIRB | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001677_CR_FIRB | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001678_CR_FIRB | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001679_CR_FIRB | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001680_CR_FIRB | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001681_CR_FIRB | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001682_CR_FIRB | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001683_CR_FIRB | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001684_CR_FIRB | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001685_CR_FIRB | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001686_CR_FIRB | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001687_CR_FIRB | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001688_CR_FIRB | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001689_CR_FIRB | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001690_CR_FIRB | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001691_CR_FIRB | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001693_CR_FIRB | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001694_CR_FIRB | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001695_CR_FIRB | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001696_CR_FIRB | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001697_CR_FIRB | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische Rückversicherungs-Gesellschaft AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001698_CR_FIRB | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001699_CR_FIRB | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001700_CR_FIRB | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001701_CR_FIRB | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001702_CR_FIRB | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001703_CR_FIRB | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001704_CR_FIRB | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001705_CR_FIRB | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001706_CR_FIRB | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001707_CR_FIRB | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V.

| NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001708_CR_FIRB | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001709_CR_FIRB | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001710_CR_FIRB | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001711_CR_FIRB | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001712_CR_FIRB | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001713_CR_FIRB | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001714_CR_FIRB | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001715_CR_FIRB | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001716_CR_FIRB | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001717_CR_FIRB | | | | | 45793Z CI Equity | Chile | CL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001718_CR_FIRB | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001719_CR_FIRB | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001720_CR_FIRB | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001721_CR_FIRB | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001722_CR_FIRB | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001723_CR_FIRB | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001724_CR_FIRB | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001725_CR_FIRB | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001726_CR_FIRB | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001727_CR_FIRB | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001728_CR_FIRB | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001729_CR_FIRB | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001730_CR_FIRB | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001731_CR_FIRB | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001732_CR_FIRB | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001733_CR_FIRB | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001734_CR_FIRB | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001735_CR_FIRB | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001736_CR_FIRB | | | | | 3344606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001737_CR_FIRB | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001738_CR_FIRB | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001739_CR_FIRB | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001740_CR_FIRB | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001741_CR_FIRB | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001742_CR_FIRB | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001743_CR_FIRB | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001744_CR_FIRB | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001745_CR_FIRB | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001746_CR_FIRB | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001747_CR_FIRB | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001748_CR_FIRB | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001749_CR_FIRB | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001750_CR_FIRB | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001751_CR_FIRB | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001752_CR_FIRB | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001753_CR_FIRB | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001754_CR_FIRB | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001755_CR_FIRB | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001756_CR_FIRB | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001757_CR_FIRB | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001758_CR_FIRB | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001759_CR_FIRB | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001760_CR_FIRB | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001761_CR_FIRB | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001762_CR_FIRB | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001763_CR_FIRB | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001764_CR_FIRB | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001765_CR_FIRB | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001766_CR_FIRB | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001768_CR_FIRB | | | | | 3352Z US Equity | United States | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001769_CR_FIRB | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001770_CR_FIRB | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001771_CR_FIRB | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach GG_0001772_CR_FIRB | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001773_CR_FIRB | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001774_CR_FIRB | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001775_CR_FIRB | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001776_CR_FIRB | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001777_CR_FIRB | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001778_CR_FIRB | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001779_CR_FIRB | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001780_CR_FIRB | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001781_CR_FIRB | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001782_CR_FIRB | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001783_CR_FIRB | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001784_CR_FIRB | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001785_CR_FIRB | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001786_CR_FIRB | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001787_CR_FIRB | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001788_CR_FIRB | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001789_CR_FIRB | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001790_CR_FIRB | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001791_CR_FIRB | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001792_CR_FIRB | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001794_CR_FIRB | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001795_CR_FIRB | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001796_CR_FIRB | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001797_CR_FIRB | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001798_CR_FIRB | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001799_CR_FIRB | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001800_CR_FIRB | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001801_CR_FIRB | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001802_CR_FIRB | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001803_CR_FIRB | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001804_CR_FIRB | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001805_CR_FIRB | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001806_CR_FIRB | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001807_CR_FIRB | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001808_CR_FIRB | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001809_CR_FIRB | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001810_CR_FIRB | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001811_CR_FIRB | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001812_CR_FIRB | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001813_CR_FIRB | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001814_CR_FIRB | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001815_CR_FIRB | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001816_CR_FIRB | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001817_CR_FIRB | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001818_CR_FIRB | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001819_CR_FIRB | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001820_CR_FIRB | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001821_CR_FIRB | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001823_CR_FIRB | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001824_CR_FIRB | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001825_CR_FIRB | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001826_CR_FIRB | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001827_CR_FIRB | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001828_CR_FIRB | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001829_CR_FIRB | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001830_CR_FIRB | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001831_CR_FIRB | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001832_CR_FIRB | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001833_CR_FIRB | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001834_CR_FIRB | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001836_CR_FIRB | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001837_CR_FIRB | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001838_CR_FIRB | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001839_CR_FIRB | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001840_CR_FIRB | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001841_CR_FIRB | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001842_CR_FIRB | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001843_CR_FIRB | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001845_CR_FIRB | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001846_CR_FIRB | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001847_CR_FIRB | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001848_CR_FIRB | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001849_CR_FIRB | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001850_CR_FIRB | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001851_CR_FIRB | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001852_CR_FIRB | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001853_CR_FIRB | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001854_CR_FIRB | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001856_CR_FIRB | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001857_CR_FIRB | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001858_CR_FIRB | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001859_CR_FIRB | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001860_CR_FIRB | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001861_CR_FIRB | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001863_CR_FIRB | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001864_CR_FIRB | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001865_CR_FIRB | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001866_CR_FIRB | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001867_CR_FIRB | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001868_CR_FIRB | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001869_CR_FIRB | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001870_CR_FIRB | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001871_CR_FIRB | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001872_CR_FIRB | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001873_CR_FIRB | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001874_CR_FIRB | BFM8T61CT2L1QCEMIK50 | | | | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001875_CR_FIRB | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001876_CR_FIRB | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd.

| SG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001877_CR_FIRB | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001878_CR_FIRB | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001879_CR_FIRB | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001880_CR_FIRB | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001881_CR_FIRB | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001882_CR_FIRB | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001883_CR_FIRB | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001884_CR_FIRB | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001885_CR_FIRB | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001886_CR_FIRB | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001887_CR_FIRB | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001888_CR_FIRB | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001889_CR_FIRB | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001890_CR_FIRB | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001891_CR_FIRB | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001892_CR_FIRB | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001893_CR_FIRB | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001894_CR_FIRB | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001895_CR_FIRB | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001896_CR_FIRB | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001897_CR_FIRB | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001898_CR_FIRB | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001899_CR_FIRB | QP3XKRKS0CX2T3O07L95 | | 02857033 | | | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001900_CR_FIRB | 549300ZT0RVWCG8T4L55 | | 03196171 | | | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001901_CR_FIRB | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | | RBC EUROPE | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001902_CR_FIRB | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001903_CR_FIRB | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001904_CR_FIRB | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001905_CR_FIRB | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001906_CR_FIRB | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001907_CR_FIRB | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001908_CR_FIRB | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001909_CR_FIRB | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A. | LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001910_CR_FIRB | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001911_CR_FIRB | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001912_CR_FIRB | G8ZTNESVNKW4NN761W05 | | KvK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001913_CR_FIRB | X3CZP3CK64YBHON1LE12 | | KvK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001914_CR_FIRB | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001915_CR_FIRB | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001916_CR_FIRB | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001917_CR_FIRB | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001918_CR_FIRB | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001919_CR_FIRB | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001920_CR_FIRB | 7H6GLXDRUGQFU57RNE97 | | KvK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001921_CR_FIRB | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000001_CR_AIRB | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000002_CR_AIRB | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000003_CR_AIRB | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000004_CR_AIRB | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000005_CR_AIRB | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000006_CR_AIRB | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000007_CR_AIRB | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000008_CR_AIRB | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000009_CR_AIRB | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000010_CR_AIRB | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000011_CR_AIRB | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000012_CR_AIRB | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000013_CR_AIRB | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000014_CR_AIRB | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000015_CR_AIRB | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000016_CR_AIRB | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000017_CR_AIRB | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000018_CR_AIRB | 54930060U4XOVED1T359 | | | | | OMV Gas Marketing & Trading GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000019_CR_AIRB | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000020_CR_AIRB | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000021_CR_AIRB | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000022_CR_AIRB | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000023_CR_AIRB | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000024_CR_AIRB | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000025_CR_AIRB | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000026_CR_AIRB | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000027_CR_AIRB | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000028_CR_AIRB | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000029_CR_AIRB | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000030_CR_AIRB | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000031_CR_AIRB | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000032_CR_AIRB | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000033_CR_AIRB | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000034_CR_AIRB | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000035_CR_AIRB | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000036_CR_AIRB | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000037_CR_AIRB | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000038_CR_AIRB | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000039_CR_AIRB | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000040_CR_AIRB | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB - Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000041_CR_AIRB | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000042_CR_AIRB | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000043_CR_AIRB | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000044_CR_AIRB | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000045_CR_AIRB | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000046_CR_AIRB | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000047_CR_AIRB | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000048_CR_AIRB | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000049_CR_AIRB | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000050_CR_AIRB | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000051_CR_AIRB | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000052_CR_AIRB | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000053_CR_AIRB | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000054_CR_AIRB | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000055_CR_AIRB | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000056_CR_AIRB | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000057_CR_AIRB | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000058_CR_AIRB | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000059_CR_AIRB | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000060_CR_AIRB | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000061_CR_AIRB | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000062_CR_AIRB | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000063_CR_AIRB | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000064_CR_AIRB | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000065_CR_AIRB | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000066_CR_AIRB | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000067_CR_AIRB | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000068_CR_AIRB | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000069_CR_AIRB | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000070_CR_AIRB | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000071_CR_AIRB | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000072_CR_AIRB | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000073_CR_AIRB | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000074_CR_AIRB | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000075_CR_AIRB | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000076_CR_AIRB | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000077_CR_AIRB | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000078_CR_AIRB | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000079_CR_AIRB | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000080_CR_AIRB | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000081_CR_AIRB | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000082_CR_AIRB | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000083_CR_AIRB | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000084_CR_AIRB | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000085_CR_AIRB | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000086_CR_AIRB | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000087_CR_AIRB | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000088_CR_AIRB | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000089_CR_AIRB | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000090_CR_AIRB | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000091_CR_AIRB | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000092_CR_AIRB | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000093_CR_AIRB | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000094_CR_AIRB | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000095_CR_AIRB | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000096_CR_AIRB | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000097_CR_AIRB | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000098_CR_AIRB | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000099_CR_AIRB | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000100_CR_AIRB | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize - Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000101_CR_AIRB | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000102_CR_AIRB | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000103_CR_AIRB | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000104_CR_AIRB | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000105_CR_AIRB | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000106_CR_AIRB | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000107_CR_AIRB | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000108_CR_AIRB | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000109_CR_AIRB | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000110_CR_AIRB | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000111_CR_AIRB | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000112_CR_AIRB | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000113_CR_AIRB | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000114_CR_AIRB | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000115_CR_AIRB | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000116_CR_AIRB | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000117_CR_AIRB | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000118_CR_AIRB | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000119_CR_AIRB | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000120_CR_AIRB | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000121_CR_AIRB | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000122_CR_AIRB | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000123_CR_AIRB | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000124_CR_AIRB | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000125_CR_AIRB | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000126_CR_AIRB | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000127_CR_AIRB | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000128_CR_AIRB | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000129_CR_AIRB | 529900PY79CWSUGVK810 | 249233 | | | | S.A.

CORMAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000130_CR_AIRB | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000131_CR_AIRB | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000132_CR_AIRB | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000133_CR_AIRB | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000134_CR_AIRB | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000135_CR_AIRB | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000136_CR_AIRB | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000137_CR_AIRB | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000138_CR_AIRB | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000139_CR_AIRB | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000140_CR_AIRB | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000141_CR_AIRB | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000142_CR_AIRB | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000143_CR_AIRB | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000144_CR_AIRB | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000145_CR_AIRB | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000146_CR_AIRB | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000147_CR_AIRB | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000148_CR_AIRB | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000149_CR_AIRB | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000150_CR_AIRB | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000151_CR_AIRB | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000152_CR_AIRB | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000153_CR_AIRB | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000154_CR_AIRB | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000155_CR_AIRB | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000156_CR_AIRB | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000157_CR_AIRB | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000158_CR_AIRB | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000159_CR_AIRB | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000160_CR_AIRB | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000161_CR_AIRB | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000162_CR_AIRB | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000163_CR_AIRB | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000164_CR_AIRB | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. - PETROBRAS | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000165_CR_AIRB | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000166_CR_AIRB | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000167_CR_AIRB | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000168_CR_AIRB | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000169_CR_AIRB | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000170_CR_AIRB | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000171_CR_AIRB | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000172_CR_AIRB | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000173_CR_AIRB | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000174_CR_AIRB | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000175_CR_AIRB | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000176_CR_AIRB | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000177_CR_AIRB | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000178_CR_AIRB | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000179_CR_AIRB | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000180_CR_AIRB | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000181_CR_AIRB | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000182_CR_AIRB | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000183_CR_AIRB | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000184_CR_AIRB | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000185_CR_AIRB | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000186_CR_AIRB | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000187_CR_AIRB | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000188_CR_AIRB | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000189_CR_AIRB | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000190_CR_AIRB | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000191_CR_AIRB | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000192_CR_AIRB | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000193_CR_AIRB | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000194_CR_AIRB | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000195_CR_AIRB | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000196_CR_AIRB | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000197_CR_AIRB | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000198_CR_AIRB | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000199_CR_AIRB | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000200_CR_AIRB | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000201_CR_AIRB | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000202_CR_AIRB | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000203_CR_AIRB | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000204_CR_AIRB | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000205_CR_AIRB | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000206_CR_AIRB | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000207_CR_AIRB | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000208_CR_AIRB | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000209_CR_AIRB | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000210_CR_AIRB | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000211_CR_AIRB | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000212_CR_AIRB | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000213_CR_AIRB | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000214_CR_AIRB | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000215_CR_AIRB | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000216_CR_AIRB | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000217_CR_AIRB | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000218_CR_AIRB | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000219_CR_AIRB | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000220_CR_AIRB | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000221_CR_AIRB | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000222_CR_AIRB | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000223_CR_AIRB | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000224_CR_AIRB | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000225_CR_AIRB | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000226_CR_AIRB | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000227_CR_AIRB | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000228_CR_AIRB | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000229_CR_AIRB | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000230_CR_AIRB | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000231_CR_AIRB | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000232_CR_AIRB | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000233_CR_AIRB | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000234_CR_AIRB | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000235_CR_AIRB | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000236_CR_AIRB | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000237_CR_AIRB | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000238_CR_AIRB | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000239_CR_AIRB | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000240_CR_AIRB | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000241_CR_AIRB | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000242_CR_AIRB | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000243_CR_AIRB | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000244_CR_AIRB | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000245_CR_AIRB | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000246_CR_AIRB | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000247_CR_AIRB | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000248_CR_AIRB | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000249_CR_AIRB | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000250_CR_AIRB | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000251_CR_AIRB | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000252_CR_AIRB | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000253_CR_AIRB | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000254_CR_AIRB | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000255_CR_AIRB | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000256_CR_AIRB | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000257_CR_AIRB | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000258_CR_AIRB | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000259_CR_AIRB | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000260_CR_AIRB | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000261_CR_AIRB | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000262_CR_AIRB | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000263_CR_AIRB | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000264_CR_AIRB | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000265_CR_AIRB | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000266_CR_AIRB | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000267_CR_AIRB | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000268_CR_AIRB | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000269_CR_AIRB | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000270_CR_AIRB | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000271_CR_AIRB | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000272_CR_AIRB | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000273_CR_AIRB | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000274_CR_AIRB | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000275_CR_AIRB | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000276_CR_AIRB | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000277_CR_AIRB | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000278_CR_AIRB | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000279_CR_AIRB | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000280_CR_AIRB | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000281_CR_AIRB | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000282_CR_AIRB | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000283_CR_AIRB | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000284_CR_AIRB | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000285_CR_AIRB | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000286_CR_AIRB | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000287_CR_AIRB | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000288_CR_AIRB | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000289_CR_AIRB | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000290_CR_AIRB | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000291_CR_AIRB | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000292_CR_AIRB | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000293_CR_AIRB | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000294_CR_AIRB | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000295_CR_AIRB | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000296_CR_AIRB | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000297_CR_AIRB | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000298_CR_AIRB | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000299_CR_AIRB | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000300_CR_AIRB | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000301_CR_AIRB | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000302_CR_AIRB | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000303_CR_AIRB | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000304_CR_AIRB | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000305_CR_AIRB | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000306_CR_AIRB | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000307_CR_AIRB | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000308_CR_AIRB | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000310_CR_AIRB | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000311_CR_AIRB | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000312_CR_AIRB | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co.

KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000313_CR_AIRB | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000314_CR_AIRB | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000315_CR_AIRB | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000316_CR_AIRB | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000317_CR_AIRB | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000318_CR_AIRB | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000319_CR_AIRB | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000320_CR_AIRB | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000321_CR_AIRB | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000322_CR_AIRB | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000323_CR_AIRB | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000324_CR_AIRB | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000325_CR_AIRB | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000326_CR_AIRB | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000327_CR_AIRB | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000328_CR_AIRB | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000329_CR_AIRB | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000330_CR_AIRB | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000331_CR_AIRB | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000332_CR_AIRB | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000333_CR_AIRB | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000334_CR_AIRB | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000336_CR_AIRB | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000337_CR_AIRB | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000338_CR_AIRB | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000339_CR_AIRB | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000340_CR_AIRB | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000341_CR_AIRB | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000342_CR_AIRB | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000343_CR_AIRB | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000344_CR_AIRB | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000345_CR_AIRB | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000346_CR_AIRB | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000347_CR_AIRB | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000348_CR_AIRB | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000349_CR_AIRB | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000350_CR_AIRB | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000351_CR_AIRB | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000352_CR_AIRB | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000353_CR_AIRB | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000354_CR_AIRB | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000355_CR_AIRB | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000356_CR_AIRB | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000357_CR_AIRB | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000358_CR_AIRB | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000359_CR_AIRB | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000360_CR_AIRB | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000361_CR_AIRB | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000362_CR_AIRB | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000363_CR_AIRB | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000364_CR_AIRB | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000365_CR_AIRB | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000366_CR_AIRB | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000367_CR_AIRB | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000368_CR_AIRB | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000369_CR_AIRB | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000370_CR_AIRB | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000371_CR_AIRB | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000372_CR_AIRB | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000373_CR_AIRB | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000374_CR_AIRB | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000376_CR_AIRB | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000377_CR_AIRB | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000378_CR_AIRB | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000379_CR_AIRB | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000380_CR_AIRB | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000381_CR_AIRB | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000382_CR_AIRB | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000383_CR_AIRB | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000384_CR_AIRB | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000385_CR_AIRB | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000386_CR_AIRB | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000387_CR_AIRB | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000388_CR_AIRB | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000389_CR_AIRB | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000390_CR_AIRB | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000391_CR_AIRB | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000392_CR_AIRB | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000393_CR_AIRB | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000394_CR_AIRB | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000395_CR_AIRB | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000396_CR_AIRB | 5299001X9L42HXEBCZ51 | 1188960-7 | | | | Ceconomy AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000397_CR_AIRB | 529900ZYVEIYJRO6TG34 | 3328361-5 | | | | Meyer Werft GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000398_CR_AIRB | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000399_CR_AIRB | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000400_CR_AIRB | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000401_CR_AIRB | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000402_CR_AIRB | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000403_CR_AIRB | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000404_CR_AIRB | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000405_CR_AIRB | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000406_CR_AIRB | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000407_CR_AIRB | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000408_CR_AIRB | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000409_CR_AIRB | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000410_CR_AIRB | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000411_CR_AIRB | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000412_CR_AIRB | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000413_CR_AIRB | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000414_CR_AIRB | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000415_CR_AIRB | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000416_CR_AIRB | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000417_CR_AIRB | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | IHO Verwaltungs GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000418_CR_AIRB | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000419_CR_AIRB | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000420_CR_AIRB | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000421_CR_AIRB | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000422_CR_AIRB | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000423_CR_AIRB | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000424_CR_AIRB | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000425_CR_AIRB | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000426_CR_AIRB | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000427_CR_AIRB | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000428_CR_AIRB | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000429_CR_AIRB | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000430_CR_AIRB | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000431_CR_AIRB | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000432_CR_AIRB | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000433_CR_AIRB | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000434_CR_AIRB | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000435_CR_AIRB | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000436_CR_AIRB | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000437_CR_AIRB | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000438_CR_AIRB | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000439_CR_AIRB | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000440_CR_AIRB | XQMNIROSQAS7Y9TT7I97 | 2515082-2 | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000441_CR_AIRB | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000442_CR_AIRB | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000443_CR_AIRB | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000444_CR_AIRB | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000445_CR_AIRB | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH & Co. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000446_CR_AIRB | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000447_CR_AIRB | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000448_CR_AIRB | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000449_CR_AIRB | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000450_CR_AIRB | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000451_CR_AIRB | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000452_CR_AIRB | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000453_CR_AIRB | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000454_CR_AIRB | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000455_CR_AIRB | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000456_CR_AIRB | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000457_CR_AIRB | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000458_CR_AIRB | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000459_CR_AIRB | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000460_CR_AIRB | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000461_CR_AIRB | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000462_CR_AIRB | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000463_CR_AIRB | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000464_CR_AIRB | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000465_CR_AIRB | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000466_CR_AIRB | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000467_CR_AIRB | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000468_CR_AIRB | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000469_CR_AIRB | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000470_CR_AIRB | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000471_CR_AIRB | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000472_CR_AIRB | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000473_CR_AIRB | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000474_CR_AIRB | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000475_CR_AIRB | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000476_CR_AIRB | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000477_CR_AIRB | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000478_CR_AIRB | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000479_CR_AIRB | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000480_CR_AIRB | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000481_CR_AIRB | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000482_CR_AIRB | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000483_CR_AIRB | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000484_CR_AIRB | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000485_CR_AIRB | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000486_CR_AIRB | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000487_CR_AIRB | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000488_CR_AIRB | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000489_CR_AIRB | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000490_CR_AIRB | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000491_CR_AIRB | 549300RIPHN847476O42 | | | | | J.

LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000492_CR_AIRB | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000493_CR_AIRB | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000494_CR_AIRB | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000495_CR_AIRB | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000496_CR_AIRB | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000497_CR_AIRB | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000498_CR_AIRB | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000499_CR_AIRB | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000500_CR_AIRB | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000501_CR_AIRB | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000502_CR_AIRB | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000503_CR_AIRB | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000504_CR_AIRB | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000505_CR_AIRB | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000506_CR_AIRB | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000507_CR_AIRB | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000508_CR_AIRB | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000509_CR_AIRB | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000510_CR_AIRB | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000511_CR_AIRB | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000512_CR_AIRB | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000513_CR_AIRB | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000514_CR_AIRB | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000515_CR_AIRB | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000516_CR_AIRB | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000517_CR_AIRB | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000518_CR_AIRB | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000519_CR_AIRB | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000520_CR_AIRB | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000521_CR_AIRB | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000522_CR_AIRB | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000523_CR_AIRB | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000524_CR_AIRB | 95980020140005800000 | | | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000525_CR_AIRB | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000526_CR_AIRB | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000527_CR_AIRB | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000528_CR_AIRB | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000529_CR_AIRB | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000530_CR_AIRB | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000531_CR_AIRB | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000532_CR_AIRB | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000533_CR_AIRB | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000534_CR_AIRB | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000535_CR_AIRB | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000536_CR_AIRB | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000537_CR_AIRB | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000538_CR_AIRB | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000539_CR_AIRB | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000540_CR_AIRB | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000541_CR_AIRB | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000542_CR_AIRB | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000543_CR_AIRB | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000544_CR_AIRB | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000545_CR_AIRB | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000546_CR_AIRB | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000547_CR_AIRB | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000548_CR_AIRB | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000549_CR_AIRB | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000550_CR_AIRB | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000551_CR_AIRB | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000552_CR_AIRB | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000553_CR_AIRB | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000554_CR_AIRB | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000555_CR_AIRB | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000556_CR_AIRB | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000557_CR_AIRB | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000558_CR_AIRB | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000559_CR_AIRB | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000560_CR_AIRB | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000561_CR_AIRB | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000562_CR_AIRB | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000563_CR_AIRB | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000564_CR_AIRB | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000565_CR_AIRB | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000566_CR_AIRB | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000567_CR_AIRB | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000568_CR_AIRB | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000569_CR_AIRB | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000570_CR_AIRB | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000571_CR_AIRB | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000572_CR_AIRB | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000573_CR_AIRB | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000574_CR_AIRB | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000575_CR_AIRB | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000576_CR_AIRB | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000577_CR_AIRB | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000578_CR_AIRB | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000579_CR_AIRB | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000580_CR_AIRB | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000581_CR_AIRB | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000582_CR_AIRB | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000583_CR_AIRB | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000584_CR_AIRB | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000585_CR_AIRB | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000586_CR_AIRB | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000587_CR_AIRB | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000588_CR_AIRB | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000589_CR_AIRB | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000590_CR_AIRB | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000591_CR_AIRB | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000592_CR_AIRB | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000593_CR_AIRB | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000594_CR_AIRB | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000595_CR_AIRB | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000596_CR_AIRB | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000597_CR_AIRB | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000598_CR_AIRB | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000599_CR_AIRB | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000600_CR_AIRB | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000601_CR_AIRB | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000602_CR_AIRB | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000603_CR_AIRB | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000604_CR_AIRB | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000605_CR_AIRB | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000606_CR_AIRB | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000607_CR_AIRB | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000608_CR_AIRB | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000609_CR_AIRB | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000610_CR_AIRB | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000611_CR_AIRB | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000612_CR_AIRB | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000613_CR_AIRB | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000614_CR_AIRB | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000615_CR_AIRB | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000616_CR_AIRB | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000617_CR_AIRB | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000618_CR_AIRB | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000619_CR_AIRB | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000620_CR_AIRB | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000621_CR_AIRB | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000622_CR_AIRB | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000623_CR_AIRB | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD - PERRACHON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000624_CR_AIRB | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000625_CR_AIRB | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000626_CR_AIRB | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000627_CR_AIRB | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000628_CR_AIRB | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000629_CR_AIRB | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000630_CR_AIRB | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000631_CR_AIRB | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000632_CR_AIRB | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000633_CR_AIRB | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000634_CR_AIRB | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000635_CR_AIRB | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000636_CR_AIRB | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000637_CR_AIRB | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000638_CR_AIRB | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000639_CR_AIRB | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000640_CR_AIRB | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000641_CR_AIRB | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000642_CR_AIRB | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000643_CR_AIRB | 52990087UKA0U2TO8412 | | | | | AIRBUS HELICOPTERS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000645_CR_AIRB | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000646_CR_AIRB | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000647_CR_AIRB | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000648_CR_AIRB | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000649_CR_AIRB | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000650_CR_AIRB | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000651_CR_AIRB | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000652_CR_AIRB | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000653_CR_AIRB | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000654_CR_AIRB | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000655_CR_AIRB | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000656_CR_AIRB | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000657_CR_AIRB | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000658_CR_AIRB | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000659_CR_AIRB | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000660_CR_AIRB | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000661_CR_AIRB | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000662_CR_AIRB | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000663_CR_AIRB | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000664_CR_AIRB | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000665_CR_AIRB | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000666_CR_AIRB | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000667_CR_AIRB | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000668_CR_AIRB | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000669_CR_AIRB | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000670_CR_AIRB | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A.

| FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000671_CR_AIRB | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000672_CR_AIRB | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000673_CR_AIRB | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000674_CR_AIRB | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000675_CR_AIRB | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000676_CR_AIRB | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000677_CR_AIRB | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000678_CR_AIRB | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000679_CR_AIRB | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000680_CR_AIRB | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000681_CR_AIRB | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000682_CR_AIRB | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000683_CR_AIRB | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000684_CR_AIRB | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000685_CR_AIRB | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000686_CR_AIRB | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000687_CR_AIRB | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000688_CR_AIRB | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000689_CR_AIRB | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000690_CR_AIRB | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000691_CR_AIRB | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000692_CR_AIRB | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000693_CR_AIRB | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000694_CR_AIRB | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000695_CR_AIRB | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000696_CR_AIRB | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000697_CR_AIRB | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000698_CR_AIRB | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000699_CR_AIRB | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000700_CR_AIRB | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000701_CR_AIRB | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000702_CR_AIRB | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000703_CR_AIRB | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000704_CR_AIRB | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000705_CR_AIRB | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000706_CR_AIRB | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000707_CR_AIRB | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000708_CR_AIRB | 969500A4MXJ3ESPHK698 | | | | | SNCF MOBILITES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000709_CR_AIRB | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000710_CR_AIRB | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000711_CR_AIRB | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000712_CR_AIRB | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000713_CR_AIRB | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000714_CR_AIRB | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000715_CR_AIRB | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000716_CR_AIRB | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000717_CR_AIRB | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000718_CR_AIRB | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000719_CR_AIRB | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000720_CR_AIRB | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000721_CR_AIRB | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000722_CR_AIRB | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000723_CR_AIRB | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000724_CR_AIRB | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000725_CR_AIRB | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000726_CR_AIRB | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000727_CR_AIRB | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000728_CR_AIRB | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000729_CR_AIRB | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000730_CR_AIRB | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000731_CR_AIRB | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000732_CR_AIRB | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000733_CR_AIRB | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000734_CR_AIRB | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No. 1 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000735_CR_AIRB | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000736_CR_AIRB | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000737_CR_AIRB | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000738_CR_AIRB | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000739_CR_AIRB | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000740_CR_AIRB | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000741_CR_AIRB | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000742_CR_AIRB | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000743_CR_AIRB | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000744_CR_AIRB | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000745_CR_AIRB | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000746_CR_AIRB | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000747_CR_AIRB | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000748_CR_AIRB | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000749_CR_AIRB | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000750_CR_AIRB | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000751_CR_AIRB | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000752_CR_AIRB | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000753_CR_AIRB | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000754_CR_AIRB | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000755_CR_AIRB | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000756_CR_AIRB | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000757_CR_AIRB | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000758_CR_AIRB | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000759_CR_AIRB | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000760_CR_AIRB | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000761_CR_AIRB | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000762_CR_AIRB | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000763_CR_AIRB | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000764_CR_AIRB | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000765_CR_AIRB | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000766_CR_AIRB | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000767_CR_AIRB | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000768_CR_AIRB | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000769_CR_AIRB | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000770_CR_AIRB | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000771_CR_AIRB | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000772_CR_AIRB | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000773_CR_AIRB | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000774_CR_AIRB | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000775_CR_AIRB | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000776_CR_AIRB | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000777_CR_AIRB | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000778_CR_AIRB | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000779_CR_AIRB | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000780_CR_AIRB | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000781_CR_AIRB | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000782_CR_AIRB | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000783_CR_AIRB | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000784_CR_AIRB | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000785_CR_AIRB | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000786_CR_AIRB | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000787_CR_AIRB | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000788_CR_AIRB | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000789_CR_AIRB | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000790_CR_AIRB | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000791_CR_AIRB | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000792_CR_AIRB | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000793_CR_AIRB | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000794_CR_AIRB | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000795_CR_AIRB | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000796_CR_AIRB | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000797_CR_AIRB | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000798_CR_AIRB | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000799_CR_AIRB | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000800_CR_AIRB | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000801_CR_AIRB | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000802_CR_AIRB | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000803_CR_AIRB | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000804_CR_AIRB | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000805_CR_AIRB | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000806_CR_AIRB | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000807_CR_AIRB | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000808_CR_AIRB | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000809_CR_AIRB | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000810_CR_AIRB | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000811_CR_AIRB | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000812_CR_AIRB | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000813_CR_AIRB | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000814_CR_AIRB | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000815_CR_AIRB | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000816_CR_AIRB | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000817_CR_AIRB | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000818_CR_AIRB | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000819_CR_AIRB | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000820_CR_AIRB | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000821_CR_AIRB | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000822_CR_AIRB | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000823_CR_AIRB | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000824_CR_AIRB | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000825_CR_AIRB | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000826_CR_AIRB | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000827_CR_AIRB | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000828_CR_AIRB | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000829_CR_AIRB | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000830_CR_AIRB | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000831_CR_AIRB | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000832_CR_AIRB | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V.

| NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000833_CR_AIRB | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000834_CR_AIRB | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000835_CR_AIRB | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000836_CR_AIRB | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000837_CR_AIRB | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000838_CR_AIRB | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000839_CR_AIRB | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000840_CR_AIRB | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000841_CR_AIRB | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000842_CR_AIRB | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000843_CR_AIRB | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000844_CR_AIRB | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000845_CR_AIRB | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000846_CR_AIRB | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000847_CR_AIRB | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000848_CR_AIRB | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000849_CR_AIRB | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000850_CR_AIRB | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000851_CR_AIRB | 213800HX7FMPA2CIEF02 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000852_CR_AIRB | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000853_CR_AIRB | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000854_CR_AIRB | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0000855_CR_AIRB | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co. International plc | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000856_CR_AIRB | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000857_CR_AIRB | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000858_CR_AIRB | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000859_CR_AIRB | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000860_CR_AIRB | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000861_CR_AIRB | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000862_CR_AIRB | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000863_CR_AIRB | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000864_CR_AIRB | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000865_CR_AIRB | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000866_CR_AIRB | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000867_CR_AIRB | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000868_CR_AIRB | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000869_CR_AIRB | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000870_CR_AIRB | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000871_CR_AIRB | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000872_CR_AIRB | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000873_CR_AIRB | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000874_CR_AIRB | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000875_CR_AIRB | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000876_CR_AIRB | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000877_CR_AIRB | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000878_CR_AIRB | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000879_CR_AIRB | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000880_CR_AIRB | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000881_CR_AIRB | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000882_CR_AIRB | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000883_CR_AIRB | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000884_CR_AIRB | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000885_CR_AIRB | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000886_CR_AIRB | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000887_CR_AIRB | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000888_CR_AIRB | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000889_CR_AIRB | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000890_CR_AIRB | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000891_CR_AIRB | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000892_CR_AIRB | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000893_CR_AIRB | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000894_CR_AIRB | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000895_CR_AIRB | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000896_CR_AIRB | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000897_CR_AIRB | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000898_CR_AIRB | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000899_CR_AIRB | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000900_CR_AIRB | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000901_CR_AIRB | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000902_CR_AIRB | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000903_CR_AIRB | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000904_CR_AIRB | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000905_CR_AIRB | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000906_CR_AIRB | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000907_CR_AIRB | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000908_CR_AIRB | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000909_CR_AIRB | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000910_CR_AIRB | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000911_CR_AIRB | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000912_CR_AIRB | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000913_CR_AIRB | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000914_CR_AIRB | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000915_CR_AIRB | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000916_CR_AIRB | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000917_CR_AIRB | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000918_CR_AIRB | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000919_CR_AIRB | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000920_CR_AIRB | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000921_CR_AIRB | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000922_CR_AIRB | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000923_CR_AIRB | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000924_CR_AIRB | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000925_CR_AIRB | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000926_CR_AIRB | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000927_CR_AIRB | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000928_CR_AIRB | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000929_CR_AIRB | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000930_CR_AIRB | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000931_CR_AIRB | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000932_CR_AIRB | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000933_CR_AIRB | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000934_CR_AIRB | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000935_CR_AIRB | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000936_CR_AIRB | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000937_CR_AIRB | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000938_CR_AIRB | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000939_CR_AIRB | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000940_CR_AIRB | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000941_CR_AIRB | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000942_CR_AIRB | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000943_CR_AIRB | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000944_CR_AIRB | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000945_CR_AIRB | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000946_CR_AIRB | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000947_CR_AIRB | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000948_CR_AIRB | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000949_CR_AIRB | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000950_CR_AIRB | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000951_CR_AIRB | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000952_CR_AIRB | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000953_CR_AIRB | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000954_CR_AIRB | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000955_CR_AIRB | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000956_CR_AIRB | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000957_CR_AIRB | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000958_CR_AIRB | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000959_CR_AIRB | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000960_CR_AIRB | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000961_CR_AIRB | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000962_CR_AIRB | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000963_CR_AIRB | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000964_CR_AIRB | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000965_CR_AIRB | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000966_CR_AIRB | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000967_CR_AIRB | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000968_CR_AIRB | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000969_CR_AIRB | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000970_CR_AIRB | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000971_CR_AIRB | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000972_CR_AIRB | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000973_CR_AIRB | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000974_CR_AIRB | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000975_CR_AIRB | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000976_CR_AIRB | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000977_CR_AIRB | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000978_CR_AIRB | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000979_CR_AIRB | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000980_CR_AIRB | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000981_CR_AIRB | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000982_CR_AIRB | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000983_CR_AIRB | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000984_CR_AIRB | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA - SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000985_CR_AIRB | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000986_CR_AIRB | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000987_CR_AIRB | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000988_CR_AIRB | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000989_CR_AIRB | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000990_CR_AIRB | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000991_CR_AIRB | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000993_CR_AIRB | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000994_CR_AIRB | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000995_CR_AIRB | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000996_CR_AIRB | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000997_CR_AIRB | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000998_CR_AIRB | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000999_CR_AIRB | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001000_CR_AIRB | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001001_CR_AIRB | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001002_CR_AIRB | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001003_CR_AIRB | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001004_CR_AIRB | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001005_CR_AIRB | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001006_CR_AIRB | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001007_CR_AIRB | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001008_CR_AIRB | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001009_CR_AIRB | 8156004604684CA44A90 | | | | | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001011_CR_AIRB | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A.

| IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001012_CR_AIRB | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001013_CR_AIRB | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001014_CR_AIRB | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001015_CR_AIRB | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001016_CR_AIRB | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001017_CR_AIRB | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001018_CR_AIRB | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001019_CR_AIRB | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001020_CR_AIRB | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001021_CR_AIRB | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001022_CR_AIRB | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001023_CR_AIRB | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001024_CR_AIRB | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001025_CR_AIRB | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001026_CR_AIRB | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001027_CR_AIRB | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001028_CR_AIRB | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001029_CR_AIRB | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001030_CR_AIRB | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001031_CR_AIRB | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001032_CR_AIRB | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001033_CR_AIRB | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001034_CR_AIRB | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA - S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001035_CR_AIRB | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001036_CR_AIRB | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001038_CR_AIRB | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001039_CR_AIRB | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001040_CR_AIRB | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001041_CR_AIRB | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001042_CR_AIRB | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001043_CR_AIRB | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001044_CR_AIRB | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001045_CR_AIRB | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001046_CR_AIRB | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001047_CR_AIRB | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001048_CR_AIRB | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001049_CR_AIRB | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001050_CR_AIRB | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001051_CR_AIRB | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001052_CR_AIRB | | 5012487 | 8850400154 | | | SACAL - SOCIETA' ALLUMINIO CARISIO - S.P | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001053_CR_AIRB | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001054_CR_AIRB | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001055_CR_AIRB | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001056_CR_AIRB | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001057_CR_AIRB | | 6524595 | 3957900487 | | | SAMMONTANA - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001058_CR_AIRB | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001059_CR_AIRB | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001060_CR_AIRB | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001061_CR_AIRB | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001062_CR_AIRB | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001063_CR_AIRB | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001064_CR_AIRB | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001065_CR_AIRB | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001066_CR_AIRB | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001067_CR_AIRB | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001068_CR_AIRB | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001069_CR_AIRB | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001070_CR_AIRB | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001071_CR_AIRB | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001072_CR_AIRB | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001073_CR_AIRB | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI - FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001074_CR_AIRB | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001075_CR_AIRB | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001076_CR_AIRB | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001077_CR_AIRB | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001078_CR_AIRB | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001079_CR_AIRB | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001080_CR_AIRB | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001081_CR_AIRB | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001082_CR_AIRB | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001083_CR_AIRB | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001084_CR_AIRB | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001085_CR_AIRB | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001086_CR_AIRB | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001087_CR_AIRB | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001088_CR_AIRB | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001089_CR_AIRB | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001090_CR_AIRB | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001091_CR_AIRB | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001092_CR_AIRB | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001093_CR_AIRB | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001094_CR_AIRB | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001095_CR_AIRB | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001096_CR_AIRB | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001097_CR_AIRB | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001098_CR_AIRB | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001099_CR_AIRB | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001100_CR_AIRB | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001101_CR_AIRB | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001102_CR_AIRB | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB “Kauno grūdai” | LT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001103_CR_AIRB | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001104_CR_AIRB | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001105_CR_AIRB | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001106_CR_AIRB | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001107_CR_AIRB | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001108_CR_AIRB | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001109_CR_AIRB | 529900W1S8TJDDH8YB29 | | | | | Encevo S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001110_CR_AIRB | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001111_CR_AIRB | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001112_CR_AIRB | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001113_CR_AIRB | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001114_CR_AIRB | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001115_CR_AIRB | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001116_CR_AIRB | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001117_CR_AIRB | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001118_CR_AIRB | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001119_CR_AIRB | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001120_CR_AIRB | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001121_CR_AIRB | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001122_CR_AIRB | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001123_CR_AIRB | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001124_CR_AIRB | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001125_CR_AIRB | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001126_CR_AIRB | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001127_CR_AIRB | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001128_CR_AIRB | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001129_CR_AIRB | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001130_CR_AIRB | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001131_CR_AIRB | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001132_CR_AIRB | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001133_CR_AIRB | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001134_CR_AIRB | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001135_CR_AIRB | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001136_CR_AIRB | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001137_CR_AIRB | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001138_CR_AIRB | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001139_CR_AIRB | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001140_CR_AIRB | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001142_CR_AIRB | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001143_CR_AIRB | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001144_CR_AIRB | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001145_CR_AIRB | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001146_CR_AIRB | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001147_CR_AIRB | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001148_CR_AIRB | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001149_CR_AIRB | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001150_CR_AIRB | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001151_CR_AIRB | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001152_CR_AIRB | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001153_CR_AIRB | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001154_CR_AIRB | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001155_CR_AIRB | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001156_CR_AIRB | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001157_CR_AIRB | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001158_CR_AIRB | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001159_CR_AIRB | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001160_CR_AIRB | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001161_CR_AIRB | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001162_CR_AIRB | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001163_CR_AIRB | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001164_CR_AIRB | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001165_CR_AIRB | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001166_CR_AIRB | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001167_CR_AIRB | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001168_CR_AIRB | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001169_CR_AIRB | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001170_CR_AIRB | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001171_CR_AIRB | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001172_CR_AIRB | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001173_CR_AIRB | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001174_CR_AIRB | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001175_CR_AIRB | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001176_CR_AIRB | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001177_CR_AIRB | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001178_CR_AIRB | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001179_CR_AIRB | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001180_CR_AIRB | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001181_CR_AIRB | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001182_CR_AIRB | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001183_CR_AIRB | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001184_CR_AIRB | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001185_CR_AIRB | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001186_CR_AIRB | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001187_CR_AIRB | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001188_CR_AIRB | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001189_CR_AIRB | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001190_CR_AIRB | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001191_CR_AIRB | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V.

| NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001192_CR_AIRB | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001193_CR_AIRB | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001194_CR_AIRB | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001195_CR_AIRB | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001196_CR_AIRB | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001197_CR_AIRB | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001198_CR_AIRB | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001199_CR_AIRB | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001200_CR_AIRB | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001201_CR_AIRB | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001202_CR_AIRB | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001203_CR_AIRB | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001204_CR_AIRB | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001205_CR_AIRB | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001206_CR_AIRB | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001207_CR_AIRB | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001208_CR_AIRB | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001209_CR_AIRB | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001210_CR_AIRB | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001211_CR_AIRB | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001212_CR_AIRB | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001213_CR_AIRB | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001214_CR_AIRB | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001215_CR_AIRB | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001216_CR_AIRB | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001217_CR_AIRB | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001218_CR_AIRB | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001219_CR_AIRB | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001220_CR_AIRB | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001221_CR_AIRB | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001222_CR_AIRB | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001223_CR_AIRB | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001224_CR_AIRB | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001225_CR_AIRB | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001226_CR_AIRB | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001227_CR_AIRB | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001228_CR_AIRB | 724500L44K67W7UW1C59 | | | | | TomTom International B.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001229_CR_AIRB | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001230_CR_AIRB | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001231_CR_AIRB | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001232_CR_AIRB | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001234_CR_AIRB | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001235_CR_AIRB | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001236_CR_AIRB | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001237_CR_AIRB | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001238_CR_AIRB | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001239_CR_AIRB | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001240_CR_AIRB | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001241_CR_AIRB | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001242_CR_AIRB | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001243_CR_AIRB | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001244_CR_AIRB | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001245_CR_AIRB | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001246_CR_AIRB | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001247_CR_AIRB | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001248_CR_AIRB | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001249_CR_AIRB | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001250_CR_AIRB | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001251_CR_AIRB | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001252_CR_AIRB | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001253_CR_AIRB | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001254_CR_AIRB | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001255_CR_AIRB | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001256_CR_AIRB | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001257_CR_AIRB | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001258_CR_AIRB | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001259_CR_AIRB | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001260_CR_AIRB | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001261_CR_AIRB | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001262_CR_AIRB | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001263_CR_AIRB | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001264_CR_AIRB | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001265_CR_AIRB | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001266_CR_AIRB | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001267_CR_AIRB | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001268_CR_AIRB | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001269_CR_AIRB | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001270_CR_AIRB | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP - Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001271_CR_AIRB | 529900LOXJVWGOH84656 | | 503293695 | | | EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001272_CR_AIRB | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001273_CR_AIRB | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001274_CR_AIRB | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA - SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001275_CR_AIRB | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001276_CR_AIRB | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001277_CR_AIRB | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001278_CR_AIRB | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001279_CR_AIRB | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001280_CR_AIRB | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001281_CR_AIRB | | | 507979265 | | | OPWAY - SGPS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001282_CR_AIRB | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001283_CR_AIRB | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001284_CR_AIRB | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001285_CR_AIRB | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001286_CR_AIRB | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001287_CR_AIRB | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001288_CR_AIRB | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001289_CR_AIRB | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001290_CR_AIRB | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001291_CR_AIRB | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001292_CR_AIRB | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001293_CR_AIRB | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001294_CR_AIRB | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001295_CR_AIRB | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001296_CR_AIRB | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001297_CR_AIRB | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001298_CR_AIRB | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001299_CR_AIRB | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001300_CR_AIRB | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V. (The) | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001301_CR_AIRB | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001302_CR_AIRB | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001303_CR_AIRB | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001304_CR_AIRB | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001305_CR_AIRB | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001306_CR_AIRB | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001307_CR_AIRB | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001308_CR_AIRB | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001309_CR_AIRB | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001310_CR_AIRB | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001311_CR_AIRB | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001312_CR_AIRB | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001313_CR_AIRB | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001314_CR_AIRB | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001315_CR_AIRB | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001316_CR_AIRB | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001317_CR_AIRB | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001318_CR_AIRB | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001319_CR_AIRB | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001320_CR_AIRB | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001321_CR_AIRB | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001322_CR_AIRB | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001323_CR_AIRB | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001324_CR_AIRB | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001325_CR_AIRB | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001326_CR_AIRB | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001327_CR_AIRB | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001328_CR_AIRB | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001329_CR_AIRB | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001330_CR_AIRB | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001331_CR_AIRB | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001332_CR_AIRB | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001333_CR_AIRB | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001334_CR_AIRB | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001335_CR_AIRB | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001336_CR_AIRB | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001337_CR_AIRB | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001338_CR_AIRB | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001339_CR_AIRB | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001340_CR_AIRB | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001341_CR_AIRB | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001342_CR_AIRB | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001343_CR_AIRB | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001344_CR_AIRB | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001345_CR_AIRB | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001346_CR_AIRB | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001347_CR_AIRB | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001348_CR_AIRB | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001349_CR_AIRB | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001350_CR_AIRB | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001351_CR_AIRB | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001352_CR_AIRB | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001353_CR_AIRB | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001354_CR_AIRB | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001355_CR_AIRB | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001356_CR_AIRB | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001357_CR_AIRB | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001358_CR_AIRB | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001359_CR_AIRB | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001360_CR_AIRB | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001361_CR_AIRB | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001362_CR_AIRB | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001363_CR_AIRB | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001364_CR_AIRB | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001365_CR_AIRB | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001366_CR_AIRB | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001367_CR_AIRB | 549300QOGMPTKB6W7G56 | | 1.07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001368_CR_AIRB | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001369_CR_AIRB | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001370_CR_AIRB | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001371_CR_AIRB | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001372_CR_AIRB | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc.

| US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001373_CR_AIRB | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001374_CR_AIRB | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001375_CR_AIRB | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001376_CR_AIRB | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001377_CR_AIRB | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001378_CR_AIRB | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001379_CR_AIRB | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001380_CR_AIRB | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001381_CR_AIRB | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001382_CR_AIRB | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001383_CR_AIRB | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001384_CR_AIRB | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001385_CR_AIRB | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001386_CR_AIRB | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001387_CR_AIRB | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001388_CR_AIRB | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001389_CR_AIRB | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001390_CR_AIRB | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001391_CR_AIRB | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001392_CR_AIRB | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001393_CR_AIRB | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001394_CR_AIRB | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001395_CR_AIRB | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001396_CR_AIRB | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001397_CR_AIRB | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001398_CR_AIRB | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001399_CR_AIRB | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001400_CR_AIRB | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001401_CR_AIRB | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001402_CR_AIRB | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001403_CR_AIRB | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001404_CR_AIRB | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001405_CR_AIRB | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001406_CR_AIRB | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001407_CR_AIRB | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001408_CR_AIRB | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001409_CR_AIRB | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001410_CR_AIRB | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001411_CR_AIRB | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001412_CR_AIRB | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001413_CR_AIRB | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001414_CR_AIRB | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001415_CR_AIRB | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001416_CR_AIRB | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001417_CR_AIRB | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001418_CR_AIRB | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001419_CR_AIRB | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001420_CR_AIRB | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001421_CR_AIRB | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001422_CR_AIRB | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001423_CR_AIRB | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001424_CR_AIRB | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001425_CR_AIRB | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001426_CR_AIRB | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001427_CR_AIRB | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001428_CR_AIRB | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001429_CR_AIRB | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001430_CR_AIRB | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001431_CR_AIRB | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001432_CR_AIRB | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001433_CR_AIRB | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001434_CR_AIRB | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001435_CR_AIRB | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001436_CR_AIRB | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001437_CR_AIRB | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001438_CR_AIRB | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001439_CR_AIRB | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001440_CR_AIRB | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001441_CR_AIRB | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001442_CR_AIRB | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001443_CR_AIRB | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001444_CR_AIRB | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001445_CR_AIRB | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001446_CR_AIRB | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001447_CR_AIRB | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001448_CR_AIRB | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001449_CR_AIRB | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001450_CR_AIRB | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001451_CR_AIRB | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001452_CR_AIRB | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001453_CR_AIRB | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001454_CR_AIRB | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001455_CR_AIRB | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001456_CR_AIRB | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001457_CR_AIRB | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001458_CR_AIRB | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001459_CR_AIRB | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001460_CR_AIRB | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001461_CR_AIRB | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001462_CR_AIRB | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001463_CR_AIRB | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001464_CR_AIRB | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001465_CR_AIRB | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001466_CR_AIRB | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001467_CR_AIRB | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001468_CR_AIRB | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001469_CR_AIRB | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001470_CR_AIRB | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001471_CR_AIRB | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001472_CR_AIRB | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001473_CR_AIRB | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001474_CR_AIRB | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001475_CR_AIRB | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001476_CR_AIRB | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001477_CR_AIRB | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001478_CR_AIRB | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001479_CR_AIRB | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001480_CR_AIRB | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001481_CR_AIRB | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001482_CR_AIRB | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001483_CR_AIRB | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001484_CR_AIRB | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001485_CR_AIRB | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001486_CR_AIRB | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001487_CR_AIRB | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001488_CR_AIRB | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001489_CR_AIRB | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001490_CR_AIRB | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001491_CR_AIRB | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001492_CR_AIRB | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001493_CR_AIRB | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001494_CR_AIRB | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001495_CR_AIRB | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001496_CR_AIRB | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001497_CR_AIRB | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001498_CR_AIRB | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001499_CR_AIRB | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001500_CR_AIRB | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001501_CR_AIRB | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001502_CR_AIRB | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001503_CR_AIRB | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001504_CR_AIRB | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001505_CR_AIRB | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001506_CR_AIRB | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001507_CR_AIRB | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001508_CR_AIRB | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001509_CR_AIRB | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001510_CR_AIRB | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001511_CR_AIRB | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001512_CR_AIRB | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001513_CR_AIRB | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001514_CR_AIRB | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001515_CR_AIRB | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001516_CR_AIRB | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001517_CR_AIRB | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001518_CR_AIRB | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001519_CR_AIRB | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001520_CR_AIRB | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001521_CR_AIRB | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001522_CR_AIRB | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001523_CR_AIRB | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001524_CR_AIRB | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001525_CR_AIRB | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001526_CR_AIRB | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001527_CR_AIRB | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001528_CR_AIRB | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001529_CR_AIRB | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001530_CR_AIRB | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001531_CR_AIRB | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001532_CR_AIRB | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001533_CR_AIRB | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001534_CR_AIRB | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001535_CR_AIRB | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001536_CR_AIRB | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001537_CR_AIRB | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001538_CR_AIRB | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001539_CR_AIRB | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001540_CR_AIRB | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001541_CR_AIRB | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001542_CR_AIRB | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001543_CR_AIRB | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001544_CR_AIRB | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001545_CR_AIRB | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001546_CR_AIRB | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001547_CR_AIRB | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001548_CR_AIRB | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001549_CR_AIRB | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp.

| US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001550_CR_AIRB | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001551_CR_AIRB | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001552_CR_AIRB | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001553_CR_AIRB | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001554_CR_AIRB | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001555_CR_AIRB | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001556_CR_AIRB | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001557_CR_AIRB | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001558_CR_AIRB | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001559_CR_AIRB | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001560_CR_AIRB | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001561_CR_AIRB | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001562_CR_AIRB | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001563_CR_AIRB | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001564_CR_AIRB | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001565_CR_AIRB | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001566_CR_AIRB | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001567_CR_AIRB | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001568_CR_AIRB | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001569_CR_AIRB | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001570_CR_AIRB | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001571_CR_AIRB | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001572_CR_AIRB | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001573_CR_AIRB | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001574_CR_AIRB | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001575_CR_AIRB | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001576_CR_AIRB | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001577_CR_AIRB | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001578_CR_AIRB | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001579_CR_AIRB | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001580_CR_AIRB | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001581_CR_AIRB | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001582_CR_AIRB | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001583_CR_AIRB | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001584_CR_AIRB | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001585_CR_AIRB | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001586_CR_AIRB | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001587_CR_AIRB | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001588_CR_AIRB | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001589_CR_AIRB | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001590_CR_AIRB | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001591_CR_AIRB | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001592_CR_AIRB | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001593_CR_AIRB | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001594_CR_AIRB | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001595_CR_AIRB | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001596_CR_AIRB | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001597_CR_AIRB | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001598_CR_AIRB | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001599_CR_AIRB | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001600_CR_AIRB | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001601_CR_AIRB | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001602_CR_AIRB | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001603_CR_AIRB | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001604_CR_AIRB | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001605_CR_AIRB | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001606_CR_AIRB | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001607_CR_AIRB | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001608_CR_AIRB | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001609_CR_AIRB | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001610_CR_AIRB | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001611_CR_AIRB | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001612_CR_AIRB | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001613_CR_AIRB | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001614_CR_AIRB | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001615_CR_AIRB | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001617_CR_AIRB | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001618_CR_AIRB | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001619_CR_AIRB | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001620_CR_AIRB | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001621_CR_AIRB | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001623_CR_AIRB | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001624_CR_AIRB | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001625_CR_AIRB | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001626_CR_AIRB | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001627_CR_AIRB | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001628_CR_AIRB | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001629_CR_AIRB | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001630_CR_AIRB | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001631_CR_AIRB | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001632_CR_AIRB | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001633_CR_AIRB | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001634_CR_AIRB | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001635_CR_AIRB | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001636_CR_AIRB | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001637_CR_AIRB | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001638_CR_AIRB | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001639_CR_AIRB | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001640_CR_AIRB | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001641_CR_AIRB | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001642_CR_AIRB | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001643_CR_AIRB | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001644_CR_AIRB | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001645_CR_AIRB | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001646_CR_AIRB | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001647_CR_AIRB | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001648_CR_AIRB | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001649_CR_AIRB | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001650_CR_AIRB | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001651_CR_AIRB | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001652_CR_AIRB | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001653_CR_AIRB | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001654_CR_AIRB | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001655_CR_AIRB | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001656_CR_AIRB | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001657_CR_AIRB | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001658_CR_AIRB | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001659_CR_AIRB | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001660_CR_AIRB | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001661_CR_AIRB | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001662_CR_AIRB | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001663_CR_AIRB | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001664_CR_AIRB | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001665_CR_AIRB | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001666_CR_AIRB | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001667_CR_AIRB | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO - NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001668_CR_AIRB | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett - Packard Belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001669_CR_AIRB | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001670_CR_AIRB | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001671_CR_AIRB | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001672_CR_AIRB | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001673_CR_AIRB | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001674_CR_AIRB | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001675_CR_AIRB | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001676_CR_AIRB | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001677_CR_AIRB | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001678_CR_AIRB | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001679_CR_AIRB | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001680_CR_AIRB | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001681_CR_AIRB | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001682_CR_AIRB | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001683_CR_AIRB | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001684_CR_AIRB | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001685_CR_AIRB | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001686_CR_AIRB | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001687_CR_AIRB | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001688_CR_AIRB | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001689_CR_AIRB | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001690_CR_AIRB | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001691_CR_AIRB | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001693_CR_AIRB | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001694_CR_AIRB | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001695_CR_AIRB | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001696_CR_AIRB | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001697_CR_AIRB | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische Rückversicherungs-Gesellschaft AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001698_CR_AIRB | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001699_CR_AIRB | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001700_CR_AIRB | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001701_CR_AIRB | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001702_CR_AIRB | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001703_CR_AIRB | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001704_CR_AIRB | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001705_CR_AIRB | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001706_CR_AIRB | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001707_CR_AIRB | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V.

| NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001708_CR_AIRB | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001709_CR_AIRB | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001710_CR_AIRB | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001711_CR_AIRB | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001712_CR_AIRB | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001713_CR_AIRB | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001714_CR_AIRB | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001715_CR_AIRB | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001716_CR_AIRB | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001717_CR_AIRB | | | | | 45793Z CI Equity | Chile | CL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001718_CR_AIRB | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001719_CR_AIRB | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001720_CR_AIRB | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001721_CR_AIRB | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001722_CR_AIRB | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001723_CR_AIRB | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001724_CR_AIRB | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001725_CR_AIRB | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001726_CR_AIRB | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001727_CR_AIRB | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001728_CR_AIRB | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001729_CR_AIRB | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001730_CR_AIRB | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001731_CR_AIRB | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001732_CR_AIRB | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001733_CR_AIRB | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001734_CR_AIRB | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001735_CR_AIRB | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001736_CR_AIRB | | | | | 3344606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001737_CR_AIRB | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001738_CR_AIRB | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001739_CR_AIRB | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001740_CR_AIRB | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001741_CR_AIRB | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001742_CR_AIRB | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001743_CR_AIRB | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001744_CR_AIRB | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001745_CR_AIRB | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001746_CR_AIRB | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001747_CR_AIRB | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001748_CR_AIRB | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001749_CR_AIRB | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001750_CR_AIRB | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001751_CR_AIRB | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001752_CR_AIRB | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001753_CR_AIRB | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001754_CR_AIRB | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001755_CR_AIRB | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001756_CR_AIRB | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001757_CR_AIRB | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001758_CR_AIRB | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001759_CR_AIRB | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001760_CR_AIRB | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001761_CR_AIRB | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001762_CR_AIRB | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001763_CR_AIRB | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001764_CR_AIRB | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001765_CR_AIRB | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001766_CR_AIRB | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001768_CR_AIRB | | | | | 3352Z US Equity | United States | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001769_CR_AIRB | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001770_CR_AIRB | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001771_CR_AIRB | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach GG_0001772_CR_AIRB | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001773_CR_AIRB | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001774_CR_AIRB | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001775_CR_AIRB | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001776_CR_AIRB | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001777_CR_AIRB | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001778_CR_AIRB | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001779_CR_AIRB | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001780_CR_AIRB | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001781_CR_AIRB | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001782_CR_AIRB | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001783_CR_AIRB | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001784_CR_AIRB | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001785_CR_AIRB | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001786_CR_AIRB | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001787_CR_AIRB | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001788_CR_AIRB | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001789_CR_AIRB | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001790_CR_AIRB | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001791_CR_AIRB | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001792_CR_AIRB | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001794_CR_AIRB | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001795_CR_AIRB | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001796_CR_AIRB | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001797_CR_AIRB | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001798_CR_AIRB | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001799_CR_AIRB | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001800_CR_AIRB | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001801_CR_AIRB | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001802_CR_AIRB | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001803_CR_AIRB | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001804_CR_AIRB | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001805_CR_AIRB | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001806_CR_AIRB | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001807_CR_AIRB | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001808_CR_AIRB | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001809_CR_AIRB | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001810_CR_AIRB | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001811_CR_AIRB | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001812_CR_AIRB | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001813_CR_AIRB | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001814_CR_AIRB | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001815_CR_AIRB | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001816_CR_AIRB | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001817_CR_AIRB | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001818_CR_AIRB | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001819_CR_AIRB | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001820_CR_AIRB | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001821_CR_AIRB | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001823_CR_AIRB | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001824_CR_AIRB | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001825_CR_AIRB | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001826_CR_AIRB | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001827_CR_AIRB | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001828_CR_AIRB | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001829_CR_AIRB | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001830_CR_AIRB | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001831_CR_AIRB | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001832_CR_AIRB | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001833_CR_AIRB | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001834_CR_AIRB | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001836_CR_AIRB | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001837_CR_AIRB | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001838_CR_AIRB | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001839_CR_AIRB | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001840_CR_AIRB | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001841_CR_AIRB | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001842_CR_AIRB | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001843_CR_AIRB | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001845_CR_AIRB | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001846_CR_AIRB | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001847_CR_AIRB | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001848_CR_AIRB | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001849_CR_AIRB | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001850_CR_AIRB | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001851_CR_AIRB | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001852_CR_AIRB | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001853_CR_AIRB | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001854_CR_AIRB | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001856_CR_AIRB | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001857_CR_AIRB | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001858_CR_AIRB | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001859_CR_AIRB | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001860_CR_AIRB | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001861_CR_AIRB | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001863_CR_AIRB | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001864_CR_AIRB | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001865_CR_AIRB | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001866_CR_AIRB | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001867_CR_AIRB | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001868_CR_AIRB | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001869_CR_AIRB | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001870_CR_AIRB | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001871_CR_AIRB | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001872_CR_AIRB | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001873_CR_AIRB | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001874_CR_AIRB | BFM8T61CT2L1QCEMIK50 | | | | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001875_CR_AIRB | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001876_CR_AIRB | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd.

| SG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001877_CR_AIRB | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001878_CR_AIRB | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001879_CR_AIRB | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001880_CR_AIRB | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001881_CR_AIRB | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001882_CR_AIRB | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001883_CR_AIRB | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001884_CR_AIRB | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001885_CR_AIRB | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001886_CR_AIRB | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001887_CR_AIRB | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001888_CR_AIRB | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001889_CR_AIRB | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001890_CR_AIRB | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001891_CR_AIRB | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001892_CR_AIRB | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001893_CR_AIRB | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001894_CR_AIRB | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001895_CR_AIRB | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001896_CR_AIRB | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001897_CR_AIRB | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001898_CR_AIRB | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001899_CR_AIRB | QP3XKRKS0CX2T3O07L95 | | 02857033 | | | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001900_CR_AIRB | 549300ZT0RVWCG8T4L55 | | 03196171 | | | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001901_CR_AIRB | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | | RBC EUROPE | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001902_CR_AIRB | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001903_CR_AIRB | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001904_CR_AIRB | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001905_CR_AIRB | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001906_CR_AIRB | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001907_CR_AIRB | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001908_CR_AIRB | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001909_CR_AIRB | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A. | LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001910_CR_AIRB | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001911_CR_AIRB | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001912_CR_AIRB | G8ZTNESVNKW4NN761W05 | | KvK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001913_CR_AIRB | X3CZP3CK64YBHON1LE12 | | KvK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001914_CR_AIRB | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001915_CR_AIRB | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001916_CR_AIRB | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001917_CR_AIRB | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001918_CR_AIRB | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001919_CR_AIRB | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001920_CR_AIRB | 7H6GLXDRUGQFU57RNE97 | | KvK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001921_CR_AIRB | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000001_CC_FIRB | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000002_CC_FIRB | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000003_CC_FIRB | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000004_CC_FIRB | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000005_CC_FIRB | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000006_CC_FIRB | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000007_CC_FIRB | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000008_CC_FIRB | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000009_CC_FIRB | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000010_CC_FIRB | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000011_CC_FIRB | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000012_CC_FIRB | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000013_CC_FIRB | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000014_CC_FIRB | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000015_CC_FIRB | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000016_CC_FIRB | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000017_CC_FIRB | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000018_CC_FIRB | 54930060U4XOVED1T359 | | | | | OMV Gas Marketing & Trading GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000019_CC_FIRB | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000020_CC_FIRB | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000021_CC_FIRB | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000022_CC_FIRB | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000023_CC_FIRB | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000024_CC_FIRB | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000025_CC_FIRB | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000026_CC_FIRB | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000027_CC_FIRB | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000028_CC_FIRB | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000029_CC_FIRB | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000030_CC_FIRB | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000031_CC_FIRB | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000032_CC_FIRB | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000033_CC_FIRB | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000034_CC_FIRB | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000035_CC_FIRB | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000036_CC_FIRB | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000037_CC_FIRB | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000038_CC_FIRB | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000039_CC_FIRB | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000040_CC_FIRB | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB - Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000041_CC_FIRB | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000042_CC_FIRB | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000043_CC_FIRB | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000044_CC_FIRB | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000045_CC_FIRB | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000046_CC_FIRB | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000047_CC_FIRB | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000048_CC_FIRB | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000049_CC_FIRB | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000050_CC_FIRB | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000051_CC_FIRB | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000052_CC_FIRB | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000053_CC_FIRB | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000054_CC_FIRB | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000055_CC_FIRB | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000056_CC_FIRB | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000057_CC_FIRB | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000058_CC_FIRB | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000059_CC_FIRB | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000060_CC_FIRB | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000061_CC_FIRB | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000062_CC_FIRB | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000063_CC_FIRB | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000064_CC_FIRB | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000065_CC_FIRB | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000066_CC_FIRB | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000067_CC_FIRB | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000068_CC_FIRB | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000069_CC_FIRB | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000070_CC_FIRB | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000071_CC_FIRB | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000072_CC_FIRB | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000073_CC_FIRB | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000074_CC_FIRB | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000075_CC_FIRB | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000076_CC_FIRB | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000077_CC_FIRB | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000078_CC_FIRB | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000079_CC_FIRB | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000080_CC_FIRB | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000081_CC_FIRB | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000082_CC_FIRB | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000083_CC_FIRB | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000084_CC_FIRB | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000085_CC_FIRB | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000086_CC_FIRB | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000087_CC_FIRB | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000088_CC_FIRB | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000089_CC_FIRB | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000090_CC_FIRB | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000091_CC_FIRB | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000092_CC_FIRB | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000093_CC_FIRB | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000094_CC_FIRB | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000095_CC_FIRB | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000096_CC_FIRB | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000097_CC_FIRB | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000098_CC_FIRB | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000099_CC_FIRB | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000100_CC_FIRB | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize - Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000101_CC_FIRB | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000102_CC_FIRB | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000103_CC_FIRB | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000104_CC_FIRB | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000105_CC_FIRB | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000106_CC_FIRB | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000107_CC_FIRB | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000108_CC_FIRB | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000109_CC_FIRB | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000110_CC_FIRB | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000111_CC_FIRB | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000112_CC_FIRB | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000113_CC_FIRB | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000114_CC_FIRB | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000115_CC_FIRB | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000116_CC_FIRB | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000117_CC_FIRB | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000118_CC_FIRB | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000119_CC_FIRB | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000120_CC_FIRB | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000121_CC_FIRB | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000122_CC_FIRB | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000123_CC_FIRB | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000124_CC_FIRB | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000125_CC_FIRB | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000126_CC_FIRB | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000127_CC_FIRB | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000128_CC_FIRB | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000129_CC_FIRB | 529900PY79CWSUGVK810 | 249233 | | | | S.A.

CORMAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000130_CC_FIRB | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000131_CC_FIRB | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000132_CC_FIRB | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000133_CC_FIRB | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000134_CC_FIRB | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000135_CC_FIRB | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000136_CC_FIRB | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000137_CC_FIRB | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000138_CC_FIRB | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000139_CC_FIRB | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000140_CC_FIRB | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000141_CC_FIRB | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000142_CC_FIRB | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000143_CC_FIRB | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000144_CC_FIRB | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000145_CC_FIRB | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000146_CC_FIRB | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000147_CC_FIRB | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000148_CC_FIRB | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000149_CC_FIRB | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000150_CC_FIRB | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000151_CC_FIRB | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000152_CC_FIRB | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000153_CC_FIRB | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000154_CC_FIRB | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000155_CC_FIRB | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000156_CC_FIRB | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000157_CC_FIRB | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000158_CC_FIRB | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000159_CC_FIRB | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000160_CC_FIRB | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000161_CC_FIRB | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000162_CC_FIRB | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000163_CC_FIRB | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000164_CC_FIRB | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. - PETROBRAS | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000165_CC_FIRB | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000166_CC_FIRB | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000167_CC_FIRB | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000168_CC_FIRB | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000169_CC_FIRB | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000170_CC_FIRB | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000171_CC_FIRB | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000172_CC_FIRB | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000173_CC_FIRB | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000174_CC_FIRB | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000175_CC_FIRB | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000176_CC_FIRB | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000177_CC_FIRB | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000178_CC_FIRB | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000179_CC_FIRB | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000180_CC_FIRB | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000181_CC_FIRB | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000182_CC_FIRB | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000183_CC_FIRB | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000184_CC_FIRB | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000185_CC_FIRB | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000186_CC_FIRB | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000187_CC_FIRB | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000188_CC_FIRB | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000189_CC_FIRB | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000190_CC_FIRB | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000191_CC_FIRB | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000192_CC_FIRB | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000193_CC_FIRB | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000194_CC_FIRB | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000195_CC_FIRB | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000196_CC_FIRB | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000197_CC_FIRB | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000198_CC_FIRB | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000199_CC_FIRB | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000200_CC_FIRB | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000201_CC_FIRB | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000202_CC_FIRB | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000203_CC_FIRB | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000204_CC_FIRB | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000205_CC_FIRB | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000206_CC_FIRB | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000207_CC_FIRB | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000208_CC_FIRB | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000209_CC_FIRB | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000210_CC_FIRB | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000211_CC_FIRB | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000212_CC_FIRB | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000213_CC_FIRB | 549300I08UA8SMJON743 | | CH-270.3.002.354-9 | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000214_CC_FIRB | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000215_CC_FIRB | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000216_CC_FIRB | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000217_CC_FIRB | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000218_CC_FIRB | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000219_CC_FIRB | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000220_CC_FIRB | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000221_CC_FIRB | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000222_CC_FIRB | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000223_CC_FIRB | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000224_CC_FIRB | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000225_CC_FIRB | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000226_CC_FIRB | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000227_CC_FIRB | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000228_CC_FIRB | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000229_CC_FIRB | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000230_CC_FIRB | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000231_CC_FIRB | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000232_CC_FIRB | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000233_CC_FIRB | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000234_CC_FIRB | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000235_CC_FIRB | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000236_CC_FIRB | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000237_CC_FIRB | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000238_CC_FIRB | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000239_CC_FIRB | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000240_CC_FIRB | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000241_CC_FIRB | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000242_CC_FIRB | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000243_CC_FIRB | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000244_CC_FIRB | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000245_CC_FIRB | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000246_CC_FIRB | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000247_CC_FIRB | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000248_CC_FIRB | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000249_CC_FIRB | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000250_CC_FIRB | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000251_CC_FIRB | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000252_CC_FIRB | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000253_CC_FIRB | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000254_CC_FIRB | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000255_CC_FIRB | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000256_CC_FIRB | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000257_CC_FIRB | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000258_CC_FIRB | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000259_CC_FIRB | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000260_CC_FIRB | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000261_CC_FIRB | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000262_CC_FIRB | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000263_CC_FIRB | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000264_CC_FIRB | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000265_CC_FIRB | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000266_CC_FIRB | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000267_CC_FIRB | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000268_CC_FIRB | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000269_CC_FIRB | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000270_CC_FIRB | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000271_CC_FIRB | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000272_CC_FIRB | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000273_CC_FIRB | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000274_CC_FIRB | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000275_CC_FIRB | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000276_CC_FIRB | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000277_CC_FIRB | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000278_CC_FIRB | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000279_CC_FIRB | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000280_CC_FIRB | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000281_CC_FIRB | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000282_CC_FIRB | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000283_CC_FIRB | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000284_CC_FIRB | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000285_CC_FIRB | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000286_CC_FIRB | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000287_CC_FIRB | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000288_CC_FIRB | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000289_CC_FIRB | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000290_CC_FIRB | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000291_CC_FIRB | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000292_CC_FIRB | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000293_CC_FIRB | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000294_CC_FIRB | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000295_CC_FIRB | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000296_CC_FIRB | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000297_CC_FIRB | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000298_CC_FIRB | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000299_CC_FIRB | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000300_CC_FIRB | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000301_CC_FIRB | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000302_CC_FIRB | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000303_CC_FIRB | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000304_CC_FIRB | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000305_CC_FIRB | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000306_CC_FIRB | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000307_CC_FIRB | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000308_CC_FIRB | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000310_CC_FIRB | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000311_CC_FIRB | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000312_CC_FIRB | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co.

KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000313_CC_FIRB | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000314_CC_FIRB | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000315_CC_FIRB | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000316_CC_FIRB | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000317_CC_FIRB | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000318_CC_FIRB | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000319_CC_FIRB | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000320_CC_FIRB | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000321_CC_FIRB | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000322_CC_FIRB | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000323_CC_FIRB | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000324_CC_FIRB | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000325_CC_FIRB | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000326_CC_FIRB | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000327_CC_FIRB | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000328_CC_FIRB | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000329_CC_FIRB | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000330_CC_FIRB | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000331_CC_FIRB | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000332_CC_FIRB | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000333_CC_FIRB | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000334_CC_FIRB | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000336_CC_FIRB | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000337_CC_FIRB | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000338_CC_FIRB | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000339_CC_FIRB | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000340_CC_FIRB | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000341_CC_FIRB | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000342_CC_FIRB | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000343_CC_FIRB | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000344_CC_FIRB | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000345_CC_FIRB | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000346_CC_FIRB | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000347_CC_FIRB | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000348_CC_FIRB | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000349_CC_FIRB | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000350_CC_FIRB | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000351_CC_FIRB | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000352_CC_FIRB | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000353_CC_FIRB | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000354_CC_FIRB | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000355_CC_FIRB | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000356_CC_FIRB | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000357_CC_FIRB | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000358_CC_FIRB | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000359_CC_FIRB | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000360_CC_FIRB | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000361_CC_FIRB | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000362_CC_FIRB | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000363_CC_FIRB | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000364_CC_FIRB | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000365_CC_FIRB | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000366_CC_FIRB | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000367_CC_FIRB | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000368_CC_FIRB | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000369_CC_FIRB | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000370_CC_FIRB | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000371_CC_FIRB | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000372_CC_FIRB | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000373_CC_FIRB | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000374_CC_FIRB | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000376_CC_FIRB | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000377_CC_FIRB | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000378_CC_FIRB | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000379_CC_FIRB | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000380_CC_FIRB | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000381_CC_FIRB | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000382_CC_FIRB | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000383_CC_FIRB | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000384_CC_FIRB | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000385_CC_FIRB | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000386_CC_FIRB | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000387_CC_FIRB | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000388_CC_FIRB | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000389_CC_FIRB | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000390_CC_FIRB | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000391_CC_FIRB | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000392_CC_FIRB | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000393_CC_FIRB | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000394_CC_FIRB | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000395_CC_FIRB | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000396_CC_FIRB | 5299001X9L42HXEBCZ51 | 1188960-7 | | | | Ceconomy AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000397_CC_FIRB | 529900ZYVEIYJRO6TG34 | 3328361-5 | | | | Meyer Werft GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000398_CC_FIRB | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000399_CC_FIRB | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000400_CC_FIRB | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000401_CC_FIRB | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000402_CC_FIRB | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000403_CC_FIRB | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000404_CC_FIRB | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000405_CC_FIRB | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000406_CC_FIRB | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000407_CC_FIRB | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000408_CC_FIRB | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000409_CC_FIRB | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000410_CC_FIRB | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000411_CC_FIRB | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000412_CC_FIRB | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000413_CC_FIRB | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000414_CC_FIRB | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000415_CC_FIRB | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000416_CC_FIRB | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000417_CC_FIRB | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | IHO Verwaltungs GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000418_CC_FIRB | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000419_CC_FIRB | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000420_CC_FIRB | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000421_CC_FIRB | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000422_CC_FIRB | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000423_CC_FIRB | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000424_CC_FIRB | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000425_CC_FIRB | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000426_CC_FIRB | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000427_CC_FIRB | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000428_CC_FIRB | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000429_CC_FIRB | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000430_CC_FIRB | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000431_CC_FIRB | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000432_CC_FIRB | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000433_CC_FIRB | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000434_CC_FIRB | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000435_CC_FIRB | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000436_CC_FIRB | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000437_CC_FIRB | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000438_CC_FIRB | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000439_CC_FIRB | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000440_CC_FIRB | XQMNIROSQAS7Y9TT7I97 | 2515082-2 | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000441_CC_FIRB | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000442_CC_FIRB | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000443_CC_FIRB | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000444_CC_FIRB | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000445_CC_FIRB | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH & Co. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000446_CC_FIRB | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000447_CC_FIRB | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000448_CC_FIRB | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000449_CC_FIRB | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000450_CC_FIRB | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000451_CC_FIRB | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000452_CC_FIRB | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000453_CC_FIRB | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000454_CC_FIRB | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000455_CC_FIRB | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000456_CC_FIRB | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000457_CC_FIRB | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000458_CC_FIRB | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000459_CC_FIRB | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000460_CC_FIRB | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000461_CC_FIRB | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000462_CC_FIRB | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000463_CC_FIRB | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000464_CC_FIRB | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000465_CC_FIRB | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000466_CC_FIRB | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000467_CC_FIRB | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000468_CC_FIRB | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000469_CC_FIRB | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000470_CC_FIRB | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000471_CC_FIRB | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000472_CC_FIRB | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000473_CC_FIRB | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000474_CC_FIRB | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000475_CC_FIRB | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000476_CC_FIRB | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000477_CC_FIRB | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000478_CC_FIRB | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000479_CC_FIRB | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000480_CC_FIRB | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000481_CC_FIRB | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000482_CC_FIRB | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000483_CC_FIRB | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000484_CC_FIRB | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000485_CC_FIRB | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000486_CC_FIRB | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000487_CC_FIRB | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000488_CC_FIRB | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000489_CC_FIRB | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000490_CC_FIRB | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000491_CC_FIRB | 549300RIPHN847476O42 | | | | | J.

LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000492_CC_FIRB | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000493_CC_FIRB | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000494_CC_FIRB | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000495_CC_FIRB | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000496_CC_FIRB | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000497_CC_FIRB | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000498_CC_FIRB | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000499_CC_FIRB | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000500_CC_FIRB | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000501_CC_FIRB | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000502_CC_FIRB | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000503_CC_FIRB | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000504_CC_FIRB | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000505_CC_FIRB | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000506_CC_FIRB | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000507_CC_FIRB | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000508_CC_FIRB | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000509_CC_FIRB | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000510_CC_FIRB | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000511_CC_FIRB | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000512_CC_FIRB | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000513_CC_FIRB | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000514_CC_FIRB | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000515_CC_FIRB | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000516_CC_FIRB | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000517_CC_FIRB | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000518_CC_FIRB | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000519_CC_FIRB | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000520_CC_FIRB | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000521_CC_FIRB | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000522_CC_FIRB | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000523_CC_FIRB | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000524_CC_FIRB | 95980020140005800000 | | | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000525_CC_FIRB | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000526_CC_FIRB | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000527_CC_FIRB | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000528_CC_FIRB | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000529_CC_FIRB | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000530_CC_FIRB | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000531_CC_FIRB | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000532_CC_FIRB | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000533_CC_FIRB | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000534_CC_FIRB | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000535_CC_FIRB | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000536_CC_FIRB | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000537_CC_FIRB | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000538_CC_FIRB | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000539_CC_FIRB | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000540_CC_FIRB | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000541_CC_FIRB | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000542_CC_FIRB | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000543_CC_FIRB | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000544_CC_FIRB | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000545_CC_FIRB | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000546_CC_FIRB | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000547_CC_FIRB | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000548_CC_FIRB | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000549_CC_FIRB | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000550_CC_FIRB | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000551_CC_FIRB | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000552_CC_FIRB | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000553_CC_FIRB | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000554_CC_FIRB | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000555_CC_FIRB | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000556_CC_FIRB | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000557_CC_FIRB | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000558_CC_FIRB | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000559_CC_FIRB | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000560_CC_FIRB | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000561_CC_FIRB | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000562_CC_FIRB | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000563_CC_FIRB | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000564_CC_FIRB | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000565_CC_FIRB | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000566_CC_FIRB | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000567_CC_FIRB | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000568_CC_FIRB | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000569_CC_FIRB | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000570_CC_FIRB | 549300EEJH4FEPDBBR25 | | KVK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000571_CC_FIRB | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000572_CC_FIRB | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000573_CC_FIRB | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000574_CC_FIRB | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000575_CC_FIRB | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000576_CC_FIRB | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000577_CC_FIRB | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000578_CC_FIRB | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000579_CC_FIRB | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000580_CC_FIRB | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000581_CC_FIRB | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000582_CC_FIRB | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000583_CC_FIRB | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000584_CC_FIRB | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000585_CC_FIRB | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000586_CC_FIRB | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000587_CC_FIRB | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000588_CC_FIRB | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000589_CC_FIRB | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000590_CC_FIRB | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000591_CC_FIRB | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000592_CC_FIRB | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000593_CC_FIRB | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000594_CC_FIRB | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000595_CC_FIRB | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000596_CC_FIRB | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000597_CC_FIRB | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000598_CC_FIRB | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000599_CC_FIRB | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000600_CC_FIRB | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000601_CC_FIRB | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000602_CC_FIRB | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000603_CC_FIRB | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000604_CC_FIRB | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000605_CC_FIRB | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000606_CC_FIRB | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000607_CC_FIRB | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000608_CC_FIRB | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000609_CC_FIRB | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000610_CC_FIRB | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000611_CC_FIRB | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000612_CC_FIRB | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000613_CC_FIRB | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000614_CC_FIRB | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000615_CC_FIRB | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000616_CC_FIRB | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000617_CC_FIRB | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000618_CC_FIRB | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000619_CC_FIRB | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000620_CC_FIRB | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000621_CC_FIRB | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000622_CC_FIRB | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000623_CC_FIRB | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD - PERRACHON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000624_CC_FIRB | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000625_CC_FIRB | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000626_CC_FIRB | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000627_CC_FIRB | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000628_CC_FIRB | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000629_CC_FIRB | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000630_CC_FIRB | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000631_CC_FIRB | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000632_CC_FIRB | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000633_CC_FIRB | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000634_CC_FIRB | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000635_CC_FIRB | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000636_CC_FIRB | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000637_CC_FIRB | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000638_CC_FIRB | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000639_CC_FIRB | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000640_CC_FIRB | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000641_CC_FIRB | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000642_CC_FIRB | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000643_CC_FIRB | 52990087UKA0U2TO8412 | | | | | AIRBUS HELICOPTERS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000645_CC_FIRB | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000646_CC_FIRB | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000647_CC_FIRB | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000648_CC_FIRB | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000649_CC_FIRB | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000650_CC_FIRB | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000651_CC_FIRB | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000652_CC_FIRB | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000653_CC_FIRB | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000654_CC_FIRB | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000655_CC_FIRB | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000656_CC_FIRB | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000657_CC_FIRB | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000658_CC_FIRB | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000659_CC_FIRB | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000660_CC_FIRB | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000661_CC_FIRB | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000662_CC_FIRB | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000663_CC_FIRB | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000664_CC_FIRB | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000665_CC_FIRB | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000666_CC_FIRB | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000667_CC_FIRB | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000668_CC_FIRB | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000669_CC_FIRB | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000670_CC_FIRB | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A.

| FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000671_CC_FIRB | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000672_CC_FIRB | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000673_CC_FIRB | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000674_CC_FIRB | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000675_CC_FIRB | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000676_CC_FIRB | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000677_CC_FIRB | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000678_CC_FIRB | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000679_CC_FIRB | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000680_CC_FIRB | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000681_CC_FIRB | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000682_CC_FIRB | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000683_CC_FIRB | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000684_CC_FIRB | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000685_CC_FIRB | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000686_CC_FIRB | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000687_CC_FIRB | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000688_CC_FIRB | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000689_CC_FIRB | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000690_CC_FIRB | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000691_CC_FIRB | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000692_CC_FIRB | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000693_CC_FIRB | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000694_CC_FIRB | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000695_CC_FIRB | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000696_CC_FIRB | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000697_CC_FIRB | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000698_CC_FIRB | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000699_CC_FIRB | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000700_CC_FIRB | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000701_CC_FIRB | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000702_CC_FIRB | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000703_CC_FIRB | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000704_CC_FIRB | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000705_CC_FIRB | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000706_CC_FIRB | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000707_CC_FIRB | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000708_CC_FIRB | 969500A4MXJ3ESPHK698 | | | | | SNCF MOBILITES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000709_CC_FIRB | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000710_CC_FIRB | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000711_CC_FIRB | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000712_CC_FIRB | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000713_CC_FIRB | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000714_CC_FIRB | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000715_CC_FIRB | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000716_CC_FIRB | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000717_CC_FIRB | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000718_CC_FIRB | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000719_CC_FIRB | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000720_CC_FIRB | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000721_CC_FIRB | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000722_CC_FIRB | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000723_CC_FIRB | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000724_CC_FIRB | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000725_CC_FIRB | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000726_CC_FIRB | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000727_CC_FIRB | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000728_CC_FIRB | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000729_CC_FIRB | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000730_CC_FIRB | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000731_CC_FIRB | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000732_CC_FIRB | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000733_CC_FIRB | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000734_CC_FIRB | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No. 1 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000735_CC_FIRB | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000736_CC_FIRB | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000737_CC_FIRB | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000738_CC_FIRB | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000739_CC_FIRB | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000740_CC_FIRB | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000741_CC_FIRB | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000742_CC_FIRB | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000743_CC_FIRB | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000744_CC_FIRB | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000745_CC_FIRB | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000746_CC_FIRB | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000747_CC_FIRB | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000748_CC_FIRB | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000749_CC_FIRB | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000750_CC_FIRB | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000751_CC_FIRB | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000752_CC_FIRB | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000753_CC_FIRB | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000754_CC_FIRB | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000755_CC_FIRB | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000756_CC_FIRB | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000757_CC_FIRB | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000758_CC_FIRB | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000759_CC_FIRB | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000760_CC_FIRB | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000761_CC_FIRB | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000762_CC_FIRB | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000763_CC_FIRB | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000764_CC_FIRB | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000765_CC_FIRB | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000766_CC_FIRB | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000767_CC_FIRB | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000768_CC_FIRB | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000769_CC_FIRB | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000770_CC_FIRB | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000771_CC_FIRB | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000772_CC_FIRB | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000773_CC_FIRB | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000774_CC_FIRB | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000775_CC_FIRB | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000776_CC_FIRB | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000777_CC_FIRB | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000778_CC_FIRB | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000779_CC_FIRB | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000780_CC_FIRB | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000781_CC_FIRB | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000782_CC_FIRB | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000783_CC_FIRB | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000784_CC_FIRB | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000785_CC_FIRB | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000786_CC_FIRB | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000787_CC_FIRB | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000788_CC_FIRB | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000789_CC_FIRB | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000790_CC_FIRB | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000791_CC_FIRB | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000792_CC_FIRB | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000793_CC_FIRB | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000794_CC_FIRB | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000795_CC_FIRB | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000796_CC_FIRB | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000797_CC_FIRB | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000798_CC_FIRB | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000799_CC_FIRB | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000800_CC_FIRB | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000801_CC_FIRB | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000802_CC_FIRB | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000803_CC_FIRB | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000804_CC_FIRB | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000805_CC_FIRB | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000806_CC_FIRB | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000807_CC_FIRB | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000808_CC_FIRB | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000809_CC_FIRB | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000810_CC_FIRB | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000811_CC_FIRB | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000812_CC_FIRB | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000813_CC_FIRB | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000814_CC_FIRB | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000815_CC_FIRB | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000816_CC_FIRB | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000817_CC_FIRB | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000818_CC_FIRB | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000819_CC_FIRB | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000820_CC_FIRB | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000821_CC_FIRB | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000822_CC_FIRB | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000823_CC_FIRB | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000824_CC_FIRB | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000825_CC_FIRB | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000826_CC_FIRB | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000827_CC_FIRB | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000828_CC_FIRB | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000829_CC_FIRB | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000830_CC_FIRB | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000831_CC_FIRB | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000832_CC_FIRB | 529900RRNKUM3INJGF98 | | KVK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V.

| NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000833_CC_FIRB | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000834_CC_FIRB | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000835_CC_FIRB | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000836_CC_FIRB | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000837_CC_FIRB | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000838_CC_FIRB | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000839_CC_FIRB | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000840_CC_FIRB | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000841_CC_FIRB | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000842_CC_FIRB | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000843_CC_FIRB | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000844_CC_FIRB | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000845_CC_FIRB | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000846_CC_FIRB | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000847_CC_FIRB | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000848_CC_FIRB | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000849_CC_FIRB | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000850_CC_FIRB | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000851_CC_FIRB | 213800HX7FMPA2CIEF02 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000852_CC_FIRB | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000853_CC_FIRB | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000854_CC_FIRB | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0000855_CC_FIRB | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co. International plc | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000856_CC_FIRB | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000857_CC_FIRB | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000858_CC_FIRB | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000859_CC_FIRB | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000860_CC_FIRB | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000861_CC_FIRB | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000862_CC_FIRB | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000863_CC_FIRB | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000864_CC_FIRB | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000865_CC_FIRB | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000866_CC_FIRB | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000867_CC_FIRB | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000868_CC_FIRB | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000869_CC_FIRB | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000870_CC_FIRB | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000871_CC_FIRB | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000872_CC_FIRB | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000873_CC_FIRB | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000874_CC_FIRB | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000875_CC_FIRB | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000876_CC_FIRB | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000877_CC_FIRB | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000878_CC_FIRB | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000879_CC_FIRB | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000880_CC_FIRB | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000881_CC_FIRB | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000882_CC_FIRB | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000883_CC_FIRB | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000884_CC_FIRB | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000885_CC_FIRB | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000886_CC_FIRB | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000887_CC_FIRB | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000888_CC_FIRB | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000889_CC_FIRB | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000890_CC_FIRB | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000891_CC_FIRB | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000892_CC_FIRB | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000893_CC_FIRB | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000894_CC_FIRB | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000895_CC_FIRB | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000896_CC_FIRB | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000897_CC_FIRB | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000898_CC_FIRB | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000899_CC_FIRB | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000900_CC_FIRB | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000901_CC_FIRB | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000902_CC_FIRB | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000903_CC_FIRB | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000904_CC_FIRB | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000905_CC_FIRB | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000906_CC_FIRB | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000907_CC_FIRB | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000908_CC_FIRB | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000909_CC_FIRB | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000910_CC_FIRB | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000911_CC_FIRB | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000912_CC_FIRB | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000913_CC_FIRB | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000914_CC_FIRB | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000915_CC_FIRB | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000916_CC_FIRB | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000917_CC_FIRB | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000918_CC_FIRB | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000919_CC_FIRB | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000920_CC_FIRB | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000921_CC_FIRB | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000922_CC_FIRB | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000923_CC_FIRB | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000924_CC_FIRB | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000925_CC_FIRB | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000926_CC_FIRB | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000927_CC_FIRB | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000928_CC_FIRB | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000929_CC_FIRB | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000930_CC_FIRB | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000931_CC_FIRB | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000932_CC_FIRB | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000933_CC_FIRB | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000934_CC_FIRB | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000935_CC_FIRB | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000936_CC_FIRB | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000937_CC_FIRB | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000938_CC_FIRB | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000939_CC_FIRB | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000940_CC_FIRB | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000941_CC_FIRB | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000942_CC_FIRB | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000943_CC_FIRB | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000944_CC_FIRB | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000945_CC_FIRB | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000946_CC_FIRB | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000947_CC_FIRB | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000948_CC_FIRB | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000949_CC_FIRB | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000950_CC_FIRB | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000951_CC_FIRB | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000952_CC_FIRB | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000953_CC_FIRB | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000954_CC_FIRB | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000955_CC_FIRB | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000956_CC_FIRB | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000957_CC_FIRB | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000958_CC_FIRB | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000959_CC_FIRB | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000960_CC_FIRB | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000961_CC_FIRB | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000962_CC_FIRB | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000963_CC_FIRB | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000964_CC_FIRB | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000965_CC_FIRB | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000966_CC_FIRB | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000967_CC_FIRB | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000968_CC_FIRB | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000969_CC_FIRB | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000970_CC_FIRB | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000971_CC_FIRB | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000972_CC_FIRB | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000973_CC_FIRB | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000974_CC_FIRB | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000975_CC_FIRB | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000976_CC_FIRB | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000977_CC_FIRB | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000978_CC_FIRB | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000979_CC_FIRB | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000980_CC_FIRB | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000981_CC_FIRB | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000982_CC_FIRB | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000983_CC_FIRB | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000984_CC_FIRB | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA - SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000985_CC_FIRB | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000986_CC_FIRB | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000987_CC_FIRB | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000988_CC_FIRB | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000989_CC_FIRB | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000990_CC_FIRB | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000991_CC_FIRB | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000993_CC_FIRB | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000994_CC_FIRB | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000995_CC_FIRB | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000996_CC_FIRB | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000997_CC_FIRB | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000998_CC_FIRB | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000999_CC_FIRB | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001000_CC_FIRB | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001001_CC_FIRB | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001002_CC_FIRB | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001003_CC_FIRB | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001004_CC_FIRB | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001005_CC_FIRB | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001006_CC_FIRB | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001007_CC_FIRB | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001008_CC_FIRB | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001009_CC_FIRB | 8156004604684CA44A90 | | | | | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001011_CC_FIRB | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001012_CC_FIRB | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001013_CC_FIRB | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001014_CC_FIRB | 8156001B8AD051794959 | | | | | FINAVAL S.P.A.

| IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001015_CC_FIRB | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001016_CC_FIRB | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001017_CC_FIRB | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001018_CC_FIRB | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001019_CC_FIRB | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001020_CC_FIRB | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001021_CC_FIRB | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001022_CC_FIRB | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001023_CC_FIRB | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001024_CC_FIRB | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001025_CC_FIRB | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001026_CC_FIRB | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001027_CC_FIRB | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001028_CC_FIRB | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001029_CC_FIRB | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001030_CC_FIRB | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001031_CC_FIRB | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001032_CC_FIRB | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001033_CC_FIRB | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001034_CC_FIRB | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA - S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001035_CC_FIRB | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001036_CC_FIRB | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001038_CC_FIRB | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001039_CC_FIRB | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001040_CC_FIRB | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001041_CC_FIRB | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001042_CC_FIRB | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001043_CC_FIRB | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001044_CC_FIRB | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001045_CC_FIRB | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001046_CC_FIRB | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001047_CC_FIRB | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001048_CC_FIRB | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001049_CC_FIRB | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001050_CC_FIRB | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001051_CC_FIRB | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001052_CC_FIRB | | 5012487 | 8850400154 | | | SACAL - SOCIETA' ALLUMINIO CARISIO - S.P | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001053_CC_FIRB | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001054_CC_FIRB | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001055_CC_FIRB | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001056_CC_FIRB | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001057_CC_FIRB | | 6524595 | 3957900487 | | | SAMMONTANA - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001058_CC_FIRB | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001059_CC_FIRB | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001060_CC_FIRB | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001061_CC_FIRB | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001062_CC_FIRB | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001063_CC_FIRB | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001064_CC_FIRB | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001065_CC_FIRB | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001066_CC_FIRB | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001067_CC_FIRB | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001068_CC_FIRB | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001069_CC_FIRB | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001070_CC_FIRB | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001071_CC_FIRB | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001072_CC_FIRB | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001073_CC_FIRB | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI - FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001074_CC_FIRB | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001075_CC_FIRB | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001076_CC_FIRB | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001077_CC_FIRB | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001078_CC_FIRB | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001079_CC_FIRB | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001080_CC_FIRB | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001081_CC_FIRB | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001082_CC_FIRB | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001083_CC_FIRB | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001084_CC_FIRB | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001085_CC_FIRB | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001086_CC_FIRB | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001087_CC_FIRB | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001088_CC_FIRB | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001089_CC_FIRB | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001090_CC_FIRB | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001091_CC_FIRB | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001092_CC_FIRB | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001093_CC_FIRB | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001094_CC_FIRB | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001095_CC_FIRB | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001096_CC_FIRB | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001097_CC_FIRB | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001098_CC_FIRB | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001099_CC_FIRB | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001100_CC_FIRB | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001101_CC_FIRB | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001102_CC_FIRB | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB "Kauno grūdai" | LT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001103_CC_FIRB | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001104_CC_FIRB | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001105_CC_FIRB | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001106_CC_FIRB | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001107_CC_FIRB | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001108_CC_FIRB | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001109_CC_FIRB | 529900W1S8TJDDH8YB29 | | | | | Encevo S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001110_CC_FIRB | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001111_CC_FIRB | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001112_CC_FIRB | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001113_CC_FIRB | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001114_CC_FIRB | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001115_CC_FIRB | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001116_CC_FIRB | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001117_CC_FIRB | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001118_CC_FIRB | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001119_CC_FIRB | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001120_CC_FIRB | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001121_CC_FIRB | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001122_CC_FIRB | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001123_CC_FIRB | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001124_CC_FIRB | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001125_CC_FIRB | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001126_CC_FIRB | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001127_CC_FIRB | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001128_CC_FIRB | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001129_CC_FIRB | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001130_CC_FIRB | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001131_CC_FIRB | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001132_CC_FIRB | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001133_CC_FIRB | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001134_CC_FIRB | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001135_CC_FIRB | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001136_CC_FIRB | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001137_CC_FIRB | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001138_CC_FIRB | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001139_CC_FIRB | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001140_CC_FIRB | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001142_CC_FIRB | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001143_CC_FIRB | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001144_CC_FIRB | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001145_CC_FIRB | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001146_CC_FIRB | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001147_CC_FIRB | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001148_CC_FIRB | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001149_CC_FIRB | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001150_CC_FIRB | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001151_CC_FIRB | 5299006ZHG3IXU0PNJ56 | | KVK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001152_CC_FIRB | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001153_CC_FIRB | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001154_CC_FIRB | 529900AOH3NBA8PZFG65 | | KVK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001155_CC_FIRB | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001156_CC_FIRB | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001157_CC_FIRB | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001158_CC_FIRB | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001159_CC_FIRB | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001160_CC_FIRB | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001161_CC_FIRB | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001162_CC_FIRB | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001163_CC_FIRB | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001164_CC_FIRB | 5299007L43AQDFOW5739 | | KVK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001165_CC_FIRB | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001166_CC_FIRB | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001167_CC_FIRB | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001168_CC_FIRB | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001169_CC_FIRB | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001170_CC_FIRB | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001171_CC_FIRB | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001172_CC_FIRB | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001173_CC_FIRB | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001174_CC_FIRB | 529900SNLFF5M6HJ1T36 | | KVK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001175_CC_FIRB | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001176_CC_FIRB | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001177_CC_FIRB | 724500CR19MQGFWFBZ64 | | KVK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001178_CC_FIRB | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001179_CC_FIRB | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001180_CC_FIRB | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001181_CC_FIRB | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001182_CC_FIRB | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001183_CC_FIRB | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001184_CC_FIRB | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001185_CC_FIRB | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001186_CC_FIRB | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001187_CC_FIRB | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001188_CC_FIRB | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001189_CC_FIRB | 5H8RMHHYTWIP1RKLCE38 | | KVK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001190_CC_FIRB | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001191_CC_FIRB | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001192_CC_FIRB | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001193_CC_FIRB | 529900PF6F1OHRZVU341 | | KVK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001194_CC_FIRB | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001195_CC_FIRB | 724500RKMOD48AIWKD94 | | KVK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001196_CC_FIRB | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001197_CC_FIRB | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V.

| NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001198_CC_FIRB | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001199_CC_FIRB | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001200_CC_FIRB | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001201_CC_FIRB | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001202_CC_FIRB | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001203_CC_FIRB | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001204_CC_FIRB | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001205_CC_FIRB | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001206_CC_FIRB | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001207_CC_FIRB | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001208_CC_FIRB | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001209_CC_FIRB | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001210_CC_FIRB | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001211_CC_FIRB | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001212_CC_FIRB | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001213_CC_FIRB | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001214_CC_FIRB | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001215_CC_FIRB | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001216_CC_FIRB | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001217_CC_FIRB | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001218_CC_FIRB | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001219_CC_FIRB | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001220_CC_FIRB | TAFO772JB70PDRN5VS48 | | KVK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001221_CC_FIRB | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001222_CC_FIRB | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001223_CC_FIRB | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001224_CC_FIRB | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001225_CC_FIRB | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001226_CC_FIRB | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001227_CC_FIRB | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001228_CC_FIRB | 724500L44K67W7UW1C59 | | | | | TomTom International B.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001229_CC_FIRB | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001230_CC_FIRB | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001231_CC_FIRB | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001232_CC_FIRB | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001234_CC_FIRB | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001235_CC_FIRB | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001236_CC_FIRB | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001237_CC_FIRB | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001238_CC_FIRB | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001239_CC_FIRB | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001240_CC_FIRB | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001241_CC_FIRB | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001242_CC_FIRB | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001243_CC_FIRB | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001244_CC_FIRB | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001245_CC_FIRB | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001246_CC_FIRB | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001247_CC_FIRB | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001248_CC_FIRB | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001249_CC_FIRB | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001250_CC_FIRB | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001251_CC_FIRB | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001252_CC_FIRB | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001253_CC_FIRB | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001254_CC_FIRB | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001255_CC_FIRB | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001256_CC_FIRB | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001257_CC_FIRB | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001258_CC_FIRB | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001259_CC_FIRB | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001260_CC_FIRB | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001261_CC_FIRB | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001262_CC_FIRB | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001263_CC_FIRB | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001264_CC_FIRB | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001265_CC_FIRB | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001266_CC_FIRB | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001267_CC_FIRB | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001268_CC_FIRB | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001269_CC_FIRB | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001270_CC_FIRB | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP - Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001271_CC_FIRB | 529900LOXJVWGOH84656 | | 503293695 | | | EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001272_CC_FIRB | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001273_CC_FIRB | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001274_CC_FIRB | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA - SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001275_CC_FIRB | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001276_CC_FIRB | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001277_CC_FIRB | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001278_CC_FIRB | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001279_CC_FIRB | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001280_CC_FIRB | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001281_CC_FIRB | | | 507979265 | | | OPWAY - SGPS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001282_CC_FIRB | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001283_CC_FIRB | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001284_CC_FIRB | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001285_CC_FIRB | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001286_CC_FIRB | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001287_CC_FIRB | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001288_CC_FIRB | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001289_CC_FIRB | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001290_CC_FIRB | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001291_CC_FIRB | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001292_CC_FIRB | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001293_CC_FIRB | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001294_CC_FIRB | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001295_CC_FIRB | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001296_CC_FIRB | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001297_CC_FIRB | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001298_CC_FIRB | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001299_CC_FIRB | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001300_CC_FIRB | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V. (The) | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001301_CC_FIRB | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001302_CC_FIRB | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001303_CC_FIRB | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001304_CC_FIRB | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001305_CC_FIRB | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001306_CC_FIRB | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001307_CC_FIRB | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001308_CC_FIRB | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001309_CC_FIRB | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001310_CC_FIRB | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001311_CC_FIRB | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001312_CC_FIRB | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001313_CC_FIRB | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001314_CC_FIRB | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001315_CC_FIRB | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001316_CC_FIRB | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001317_CC_FIRB | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001318_CC_FIRB | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001319_CC_FIRB | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001320_CC_FIRB | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001321_CC_FIRB | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001322_CC_FIRB | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001323_CC_FIRB | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001324_CC_FIRB | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001325_CC_FIRB | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001326_CC_FIRB | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001327_CC_FIRB | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001328_CC_FIRB | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001329_CC_FIRB | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001330_CC_FIRB | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001331_CC_FIRB | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001332_CC_FIRB | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001333_CC_FIRB | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001334_CC_FIRB | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001335_CC_FIRB | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001336_CC_FIRB | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001337_CC_FIRB | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001338_CC_FIRB | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001339_CC_FIRB | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001340_CC_FIRB | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001341_CC_FIRB | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001342_CC_FIRB | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001343_CC_FIRB | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001344_CC_FIRB | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001345_CC_FIRB | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001346_CC_FIRB | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001347_CC_FIRB | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001348_CC_FIRB | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001349_CC_FIRB | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001350_CC_FIRB | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001351_CC_FIRB | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001352_CC_FIRB | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001353_CC_FIRB | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001354_CC_FIRB | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001355_CC_FIRB | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001356_CC_FIRB | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001357_CC_FIRB | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001358_CC_FIRB | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001359_CC_FIRB | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001360_CC_FIRB | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001361_CC_FIRB | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001362_CC_FIRB | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001363_CC_FIRB | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001364_CC_FIRB | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001365_CC_FIRB | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001366_CC_FIRB | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001367_CC_FIRB | 549300QOGMPTKB6W7G56 | | 1.07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001368_CC_FIRB | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001369_CC_FIRB | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001370_CC_FIRB | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001371_CC_FIRB | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001372_CC_FIRB | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001373_CC_FIRB | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001374_CC_FIRB | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001375_CC_FIRB | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001376_CC_FIRB | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001377_CC_FIRB | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001378_CC_FIRB | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001379_CC_FIRB | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001380_CC_FIRB | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001381_CC_FIRB | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc.

| US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001382_CC_FIRB | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001383_CC_FIRB | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001384_CC_FIRB | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001385_CC_FIRB | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001386_CC_FIRB | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001387_CC_FIRB | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001388_CC_FIRB | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001389_CC_FIRB | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001390_CC_FIRB | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001391_CC_FIRB | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001392_CC_FIRB | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001393_CC_FIRB | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001394_CC_FIRB | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001395_CC_FIRB | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001396_CC_FIRB | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001397_CC_FIRB | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001398_CC_FIRB | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001399_CC_FIRB | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001400_CC_FIRB | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001401_CC_FIRB | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001402_CC_FIRB | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001403_CC_FIRB | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001404_CC_FIRB | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001405_CC_FIRB | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001406_CC_FIRB | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001407_CC_FIRB | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001408_CC_FIRB | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001409_CC_FIRB | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001410_CC_FIRB | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001411_CC_FIRB | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001412_CC_FIRB | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001413_CC_FIRB | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001414_CC_FIRB | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001415_CC_FIRB | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001416_CC_FIRB | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001417_CC_FIRB | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001418_CC_FIRB | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001419_CC_FIRB | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001420_CC_FIRB | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001421_CC_FIRB | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001422_CC_FIRB | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001423_CC_FIRB | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001424_CC_FIRB | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001425_CC_FIRB | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001426_CC_FIRB | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001427_CC_FIRB | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001428_CC_FIRB | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001429_CC_FIRB | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001430_CC_FIRB | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001431_CC_FIRB | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001432_CC_FIRB | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001433_CC_FIRB | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001434_CC_FIRB | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001435_CC_FIRB | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001436_CC_FIRB | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001437_CC_FIRB | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001438_CC_FIRB | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001439_CC_FIRB | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001440_CC_FIRB | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001441_CC_FIRB | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001442_CC_FIRB | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001443_CC_FIRB | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001444_CC_FIRB | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001445_CC_FIRB | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001446_CC_FIRB | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001447_CC_FIRB | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001448_CC_FIRB | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001449_CC_FIRB | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001450_CC_FIRB | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001451_CC_FIRB | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001452_CC_FIRB | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001453_CC_FIRB | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001454_CC_FIRB | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001455_CC_FIRB | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001456_CC_FIRB | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001457_CC_FIRB | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001458_CC_FIRB | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001459_CC_FIRB | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001460_CC_FIRB | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001461_CC_FIRB | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001462_CC_FIRB | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001463_CC_FIRB | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001464_CC_FIRB | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001465_CC_FIRB | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001466_CC_FIRB | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001467_CC_FIRB | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001468_CC_FIRB | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001469_CC_FIRB | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001470_CC_FIRB | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001471_CC_FIRB | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001472_CC_FIRB | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001473_CC_FIRB | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001474_CC_FIRB | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001475_CC_FIRB | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001476_CC_FIRB | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001477_CC_FIRB | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001478_CC_FIRB | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001479_CC_FIRB | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001480_CC_FIRB | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001481_CC_FIRB | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001482_CC_FIRB | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001483_CC_FIRB | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001484_CC_FIRB | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001485_CC_FIRB | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001486_CC_FIRB | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001487_CC_FIRB | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001488_CC_FIRB | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001489_CC_FIRB | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001490_CC_FIRB | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001491_CC_FIRB | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001492_CC_FIRB | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001493_CC_FIRB | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001494_CC_FIRB | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001495_CC_FIRB | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001496_CC_FIRB | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001497_CC_FIRB | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001498_CC_FIRB | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001499_CC_FIRB | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001500_CC_FIRB | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001501_CC_FIRB | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001502_CC_FIRB | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001503_CC_FIRB | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001504_CC_FIRB | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001505_CC_FIRB | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001506_CC_FIRB | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001507_CC_FIRB | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001508_CC_FIRB | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001509_CC_FIRB | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001510_CC_FIRB | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001511_CC_FIRB | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001512_CC_FIRB | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001513_CC_FIRB | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001514_CC_FIRB | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001515_CC_FIRB | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001516_CC_FIRB | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001517_CC_FIRB | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001518_CC_FIRB | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001519_CC_FIRB | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001520_CC_FIRB | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001521_CC_FIRB | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001522_CC_FIRB | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001523_CC_FIRB | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001524_CC_FIRB | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001525_CC_FIRB | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001526_CC_FIRB | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001527_CC_FIRB | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001528_CC_FIRB | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001529_CC_FIRB | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001530_CC_FIRB | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001531_CC_FIRB | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001532_CC_FIRB | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001533_CC_FIRB | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001534_CC_FIRB | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001535_CC_FIRB | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001536_CC_FIRB | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001537_CC_FIRB | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001538_CC_FIRB | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001539_CC_FIRB | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001540_CC_FIRB | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001541_CC_FIRB | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001542_CC_FIRB | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001543_CC_FIRB | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001544_CC_FIRB | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001545_CC_FIRB | 52990006VBKYFQMQJX90 | | KVK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001546_CC_FIRB | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001547_CC_FIRB | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001548_CC_FIRB | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001549_CC_FIRB | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001550_CC_FIRB | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001551_CC_FIRB | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001552_CC_FIRB | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001553_CC_FIRB | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001554_CC_FIRB | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001555_CC_FIRB | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001556_CC_FIRB | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001557_CC_FIRB | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001558_CC_FIRB | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001559_CC_FIRB | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001560_CC_FIRB | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001561_CC_FIRB | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc.

| US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001562_CC_FIRB | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001563_CC_FIRB | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001564_CC_FIRB | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001565_CC_FIRB | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001566_CC_FIRB | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001567_CC_FIRB | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001568_CC_FIRB | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001569_CC_FIRB | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001570_CC_FIRB | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001571_CC_FIRB | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001572_CC_FIRB | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001573_CC_FIRB | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001574_CC_FIRB | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001575_CC_FIRB | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001576_CC_FIRB | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001577_CC_FIRB | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001578_CC_FIRB | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001579_CC_FIRB | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001580_CC_FIRB | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001581_CC_FIRB | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001582_CC_FIRB | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001583_CC_FIRB | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001584_CC_FIRB | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001585_CC_FIRB | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001586_CC_FIRB | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001587_CC_FIRB | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001588_CC_FIRB | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001589_CC_FIRB | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001590_CC_FIRB | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001591_CC_FIRB | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001592_CC_FIRB | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001593_CC_FIRB | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001594_CC_FIRB | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001595_CC_FIRB | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001596_CC_FIRB | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001597_CC_FIRB | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001598_CC_FIRB | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001599_CC_FIRB | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001600_CC_FIRB | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001601_CC_FIRB | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001602_CC_FIRB | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001603_CC_FIRB | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001604_CC_FIRB | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001605_CC_FIRB | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001606_CC_FIRB | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001607_CC_FIRB | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001608_CC_FIRB | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001609_CC_FIRB | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001610_CC_FIRB | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001611_CC_FIRB | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001612_CC_FIRB | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001613_CC_FIRB | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001614_CC_FIRB | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001615_CC_FIRB | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001617_CC_FIRB | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001618_CC_FIRB | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001619_CC_FIRB | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001620_CC_FIRB | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001621_CC_FIRB | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001623_CC_FIRB | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001624_CC_FIRB | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001625_CC_FIRB | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001626_CC_FIRB | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001627_CC_FIRB | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001628_CC_FIRB | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001629_CC_FIRB | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001630_CC_FIRB | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001631_CC_FIRB | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001632_CC_FIRB | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001633_CC_FIRB | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001634_CC_FIRB | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001635_CC_FIRB | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001636_CC_FIRB | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001637_CC_FIRB | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001638_CC_FIRB | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001639_CC_FIRB | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001640_CC_FIRB | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001641_CC_FIRB | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001642_CC_FIRB | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001643_CC_FIRB | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001644_CC_FIRB | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001645_CC_FIRB | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001646_CC_FIRB | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001647_CC_FIRB | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001648_CC_FIRB | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001649_CC_FIRB | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001650_CC_FIRB | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001651_CC_FIRB | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001652_CC_FIRB | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001653_CC_FIRB | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001654_CC_FIRB | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001655_CC_FIRB | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001656_CC_FIRB | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001657_CC_FIRB | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001658_CC_FIRB | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001659_CC_FIRB | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001660_CC_FIRB | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001661_CC_FIRB | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001662_CC_FIRB | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001663_CC_FIRB | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001664_CC_FIRB | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001665_CC_FIRB | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001666_CC_FIRB | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001667_CC_FIRB | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO - NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001668_CC_FIRB | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett - Packard Belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001669_CC_FIRB | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001670_CC_FIRB | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001671_CC_FIRB | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001672_CC_FIRB | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001673_CC_FIRB | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001674_CC_FIRB | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001675_CC_FIRB | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001676_CC_FIRB | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001677_CC_FIRB | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001678_CC_FIRB | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001679_CC_FIRB | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001680_CC_FIRB | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001681_CC_FIRB | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001682_CC_FIRB | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001683_CC_FIRB | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001684_CC_FIRB | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001685_CC_FIRB | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001686_CC_FIRB | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001687_CC_FIRB | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001688_CC_FIRB | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001689_CC_FIRB | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001690_CC_FIRB | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001691_CC_FIRB | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001693_CC_FIRB | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001694_CC_FIRB | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001695_CC_FIRB | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001696_CC_FIRB | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001697_CC_FIRB | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische Rückversicherungs-Gesellschaft AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001698_CC_FIRB | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001699_CC_FIRB | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001700_CC_FIRB | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001701_CC_FIRB | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001702_CC_FIRB | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001703_CC_FIRB | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001704_CC_FIRB | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001705_CC_FIRB | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001706_CC_FIRB | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001707_CC_FIRB | 0YQH6LCEF474UTUV4B96 | | KVK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V.

| NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001708_CC_FIRB | 4ME66GO1Q4T87C52WS37 | | KVK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001709_CC_FIRB | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001710_CC_FIRB | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001711_CC_FIRB | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001712_CC_FIRB | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001713_CC_FIRB | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001714_CC_FIRB | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001715_CC_FIRB | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001716_CC_FIRB | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001717_CC_FIRB | | | | | 45793Z CI Equity | Chile | CL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001718_CC_FIRB | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001719_CC_FIRB | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001720_CC_FIRB | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001721_CC_FIRB | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001722_CC_FIRB | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001723_CC_FIRB | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001724_CC_FIRB | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001725_CC_FIRB | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001726_CC_FIRB | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001727_CC_FIRB | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001728_CC_FIRB | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001729_CC_FIRB | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001730_CC_FIRB | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001731_CC_FIRB | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001732_CC_FIRB | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001733_CC_FIRB | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001734_CC_FIRB | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001735_CC_FIRB | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001736_CC_FIRB | | | | | 3344606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001737_CC_FIRB | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001738_CC_FIRB | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001739_CC_FIRB | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001740_CC_FIRB | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001741_CC_FIRB | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001742_CC_FIRB | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001743_CC_FIRB | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001744_CC_FIRB | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001745_CC_FIRB | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001746_CC_FIRB | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001747_CC_FIRB | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001748_CC_FIRB | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001749_CC_FIRB | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001750_CC_FIRB | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001751_CC_FIRB | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001752_CC_FIRB | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001753_CC_FIRB | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001754_CC_FIRB | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001755_CC_FIRB | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001756_CC_FIRB | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001757_CC_FIRB | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001758_CC_FIRB | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001759_CC_FIRB | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001760_CC_FIRB | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001761_CC_FIRB | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001762_CC_FIRB | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001763_CC_FIRB | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001764_CC_FIRB | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001765_CC_FIRB | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001766_CC_FIRB | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001768_CC_FIRB | | | | | 3352Z US Equity | United States | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001769_CC_FIRB | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001770_CC_FIRB | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001771_CC_FIRB | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach GG_0001772_CC_FIRB | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001773_CC_FIRB | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001774_CC_FIRB | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001775_CC_FIRB | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001776_CC_FIRB | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001777_CC_FIRB | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001778_CC_FIRB | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001779_CC_FIRB | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001780_CC_FIRB | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001781_CC_FIRB | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001782_CC_FIRB | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001783_CC_FIRB | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001784_CC_FIRB | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001785_CC_FIRB | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001786_CC_FIRB | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001787_CC_FIRB | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001788_CC_FIRB | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001789_CC_FIRB | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001790_CC_FIRB | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001791_CC_FIRB | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001792_CC_FIRB | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001794_CC_FIRB | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001795_CC_FIRB | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001796_CC_FIRB | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001797_CC_FIRB | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001798_CC_FIRB | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001799_CC_FIRB | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001800_CC_FIRB | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001801_CC_FIRB | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001802_CC_FIRB | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001803_CC_FIRB | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001804_CC_FIRB | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001805_CC_FIRB | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001806_CC_FIRB | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001807_CC_FIRB | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001808_CC_FIRB | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001809_CC_FIRB | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001810_CC_FIRB | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001811_CC_FIRB | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001812_CC_FIRB | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001813_CC_FIRB | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001814_CC_FIRB | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001815_CC_FIRB | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001816_CC_FIRB | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001817_CC_FIRB | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001818_CC_FIRB | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001819_CC_FIRB | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001820_CC_FIRB | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001821_CC_FIRB | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001823_CC_FIRB | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001824_CC_FIRB | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001825_CC_FIRB | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001826_CC_FIRB | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001827_CC_FIRB | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001828_CC_FIRB | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001829_CC_FIRB | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001830_CC_FIRB | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001831_CC_FIRB | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001832_CC_FIRB | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001833_CC_FIRB | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001834_CC_FIRB | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001836_CC_FIRB | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001837_CC_FIRB | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001838_CC_FIRB | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001839_CC_FIRB | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001840_CC_FIRB | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001841_CC_FIRB | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001842_CC_FIRB | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001843_CC_FIRB | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001845_CC_FIRB | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001846_CC_FIRB | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001847_CC_FIRB | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001848_CC_FIRB | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001849_CC_FIRB | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001850_CC_FIRB | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001851_CC_FIRB | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001852_CC_FIRB | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001853_CC_FIRB | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001854_CC_FIRB | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001856_CC_FIRB | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001857_CC_FIRB | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001858_CC_FIRB | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001859_CC_FIRB | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001860_CC_FIRB | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001861_CC_FIRB | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001863_CC_FIRB | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001864_CC_FIRB | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001865_CC_FIRB | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001866_CC_FIRB | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001867_CC_FIRB | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001868_CC_FIRB | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001869_CC_FIRB | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001870_CC_FIRB | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001871_CC_FIRB | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001872_CC_FIRB | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001873_CC_FIRB | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001874_CC_FIRB | BFM8T61CT2L1QCEMIK50 | | | | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001875_CC_FIRB | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001876_CC_FIRB | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd. | SG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001877_CC_FIRB | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001878_CC_FIRB | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001879_CC_FIRB | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001880_CC_FIRB | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001881_CC_FIRB | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001882_CC_FIRB | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001883_CC_FIRB | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001884_CC_FIRB | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001885_CC_FIRB | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001886_CC_FIRB | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001887_CC_FIRB | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001888_CC_FIRB | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001889_CC_FIRB | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001890_CC_FIRB | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001891_CC_FIRB | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001892_CC_FIRB | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001893_CC_FIRB | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001894_CC_FIRB | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001895_CC_FIRB | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001896_CC_FIRB | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001897_CC_FIRB | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001898_CC_FIRB | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001899_CC_FIRB | QP3XKRKS0CX2T3O07L95 | | 02857033 | | | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001900_CC_FIRB | 549300ZT0RVWCG8T4L55 | | 03196171 | | | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001901_CC_FIRB | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | | RBC EUROPE | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001902_CC_FIRB | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001903_CC_FIRB | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001904_CC_FIRB | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001905_CC_FIRB | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001906_CC_FIRB | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001907_CC_FIRB | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001908_CC_FIRB | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001909_CC_FIRB | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A.

| LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001910_CC_FIRB | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001911_CC_FIRB | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001912_CC_FIRB | G8ZTNESVNKW4NN761W05 | | KVK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001913_CC_FIRB | X3CZP3CK64YBHON1LE12 | | KVK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001914_CC_FIRB | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001915_CC_FIRB | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001916_CC_FIRB | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001917_CC_FIRB | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001918_CC_FIRB | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001919_CC_FIRB | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001920_CC_FIRB | 7H6GLXDRUGQFU57RNE97 | | KVK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001921_CC_FIRB | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000001_CC_AIRB | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000002_CC_AIRB | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000003_CC_AIRB | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000004_CC_AIRB | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000005_CC_AIRB | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000006_CC_AIRB | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000007_CC_AIRB | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000008_CC_AIRB | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000009_CC_AIRB | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000010_CC_AIRB | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000011_CC_AIRB | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000012_CC_AIRB | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000013_CC_AIRB | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000014_CC_AIRB | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000015_CC_AIRB | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000016_CC_AIRB | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000017_CC_AIRB | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000018_CC_AIRB | 54930060U4XOVED1T359 | | | | | OMV Gas Marketing & Trading GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000019_CC_AIRB | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000020_CC_AIRB | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000021_CC_AIRB | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000022_CC_AIRB | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000023_CC_AIRB | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000024_CC_AIRB | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000025_CC_AIRB | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000026_CC_AIRB | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000027_CC_AIRB | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000028_CC_AIRB | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000029_CC_AIRB | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000030_CC_AIRB | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000031_CC_AIRB | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000032_CC_AIRB | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000033_CC_AIRB | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000034_CC_AIRB | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000035_CC_AIRB | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000036_CC_AIRB | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000037_CC_AIRB | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000038_CC_AIRB | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000039_CC_AIRB | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000040_CC_AIRB | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB - Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000041_CC_AIRB | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000042_CC_AIRB | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000043_CC_AIRB | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000044_CC_AIRB | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000045_CC_AIRB | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000046_CC_AIRB | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000047_CC_AIRB | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000048_CC_AIRB | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000049_CC_AIRB | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000050_CC_AIRB | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000051_CC_AIRB | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000052_CC_AIRB | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000053_CC_AIRB | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000054_CC_AIRB | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000055_CC_AIRB | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000056_CC_AIRB | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000057_CC_AIRB | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000058_CC_AIRB | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000059_CC_AIRB | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000060_CC_AIRB | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000061_CC_AIRB | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000062_CC_AIRB | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000063_CC_AIRB | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000064_CC_AIRB | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000065_CC_AIRB | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000066_CC_AIRB | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000067_CC_AIRB | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000068_CC_AIRB | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000069_CC_AIRB | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000070_CC_AIRB | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000071_CC_AIRB | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000072_CC_AIRB | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000073_CC_AIRB | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000074_CC_AIRB | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000075_CC_AIRB | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000076_CC_AIRB | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000077_CC_AIRB | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000078_CC_AIRB | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000079_CC_AIRB | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000080_CC_AIRB | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000081_CC_AIRB | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000082_CC_AIRB | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000083_CC_AIRB | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000084_CC_AIRB | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000085_CC_AIRB | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000086_CC_AIRB | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000087_CC_AIRB | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000088_CC_AIRB | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000089_CC_AIRB | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000090_CC_AIRB | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000091_CC_AIRB | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000092_CC_AIRB | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000093_CC_AIRB | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000094_CC_AIRB | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000095_CC_AIRB | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000096_CC_AIRB | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000097_CC_AIRB | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000098_CC_AIRB | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000099_CC_AIRB | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000100_CC_AIRB | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize - Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000101_CC_AIRB | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000102_CC_AIRB | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000103_CC_AIRB | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000104_CC_AIRB | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000105_CC_AIRB | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000106_CC_AIRB | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000107_CC_AIRB | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000108_CC_AIRB | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000109_CC_AIRB | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000110_CC_AIRB | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000111_CC_AIRB | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000112_CC_AIRB | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000113_CC_AIRB | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000114_CC_AIRB | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000115_CC_AIRB | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000116_CC_AIRB | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000117_CC_AIRB | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000118_CC_AIRB | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000119_CC_AIRB | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000120_CC_AIRB | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000121_CC_AIRB | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000122_CC_AIRB | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000123_CC_AIRB | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000124_CC_AIRB | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000125_CC_AIRB | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000126_CC_AIRB | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000127_CC_AIRB | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000128_CC_AIRB | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000129_CC_AIRB | 529900PY79CWSUGVK810 | 249233 | | | | S.A. CORMAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000130_CC_AIRB | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000131_CC_AIRB | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000132_CC_AIRB | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000133_CC_AIRB | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000134_CC_AIRB | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000135_CC_AIRB | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000136_CC_AIRB | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000137_CC_AIRB | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000138_CC_AIRB | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000139_CC_AIRB | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000140_CC_AIRB | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000141_CC_AIRB | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000142_CC_AIRB | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000143_CC_AIRB | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000144_CC_AIRB | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000145_CC_AIRB | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000146_CC_AIRB | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000147_CC_AIRB | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000148_CC_AIRB | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000149_CC_AIRB | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000150_CC_AIRB | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000151_CC_AIRB | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000152_CC_AIRB | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000153_CC_AIRB | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000154_CC_AIRB | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000155_CC_AIRB | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000156_CC_AIRB | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000157_CC_AIRB | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000158_CC_AIRB | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000159_CC_AIRB | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000160_CC_AIRB | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000161_CC_AIRB | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000162_CC_AIRB | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000163_CC_AIRB | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000164_CC_AIRB | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. - PETROBRAS | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000165_CC_AIRB | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000166_CC_AIRB | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000167_CC_AIRB | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000168_CC_AIRB | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000169_CC_AIRB | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000170_CC_AIRB | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000171_CC_AIRB | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000172_CC_AIRB | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000173_CC_AIRB | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000174_CC_AIRB | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000175_CC_AIRB | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc.

| CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000176_CC_AIRB | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000177_CC_AIRB | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000178_CC_AIRB | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000179_CC_AIRB | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000180_CC_AIRB | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000181_CC_AIRB | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000182_CC_AIRB | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000183_CC_AIRB | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000184_CC_AIRB | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000185_CC_AIRB | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000186_CC_AIRB | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000187_CC_AIRB | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000188_CC_AIRB | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000189_CC_AIRB | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000190_CC_AIRB | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000191_CC_AIRB | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000192_CC_AIRB | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000193_CC_AIRB | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000194_CC_AIRB | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000195_CC_AIRB | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000196_CC_AIRB | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000197_CC_AIRB | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000198_CC_AIRB | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000199_CC_AIRB | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000200_CC_AIRB | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000201_CC_AIRB | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000202_CC_AIRB | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000203_CC_AIRB | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000204_CC_AIRB | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000205_CC_AIRB | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000206_CC_AIRB | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000207_CC_AIRB | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000208_CC_AIRB | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000209_CC_AIRB | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000210_CC_AIRB | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000211_CC_AIRB | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000212_CC_AIRB | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000213_CC_AIRB | 549300I08UA8SMJON743 | | CH-270.3.002.354-9 | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000214_CC_AIRB | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000215_CC_AIRB | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000216_CC_AIRB | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000217_CC_AIRB | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000218_CC_AIRB | 549300DHSS9U1QKJZG57 | | KVK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000219_CC_AIRB | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000220_CC_AIRB | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000221_CC_AIRB | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000222_CC_AIRB | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000223_CC_AIRB | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000224_CC_AIRB | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000225_CC_AIRB | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000226_CC_AIRB | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000227_CC_AIRB | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000228_CC_AIRB | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000229_CC_AIRB | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000230_CC_AIRB | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000231_CC_AIRB | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000232_CC_AIRB | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000233_CC_AIRB | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000234_CC_AIRB | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000235_CC_AIRB | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000236_CC_AIRB | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000237_CC_AIRB | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000238_CC_AIRB | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000239_CC_AIRB | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000240_CC_AIRB | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000241_CC_AIRB | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000242_CC_AIRB | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000243_CC_AIRB | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000244_CC_AIRB | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000245_CC_AIRB | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000246_CC_AIRB | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000247_CC_AIRB | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000248_CC_AIRB | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000249_CC_AIRB | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000250_CC_AIRB | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000251_CC_AIRB | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000252_CC_AIRB | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000253_CC_AIRB | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000254_CC_AIRB | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000255_CC_AIRB | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000256_CC_AIRB | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000257_CC_AIRB | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000258_CC_AIRB | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000259_CC_AIRB | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000260_CC_AIRB | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000261_CC_AIRB | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000262_CC_AIRB | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000263_CC_AIRB | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000264_CC_AIRB | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000265_CC_AIRB | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000266_CC_AIRB | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000267_CC_AIRB | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000268_CC_AIRB | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000269_CC_AIRB | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000270_CC_AIRB | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000271_CC_AIRB | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000272_CC_AIRB | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000273_CC_AIRB | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000274_CC_AIRB | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000275_CC_AIRB | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000276_CC_AIRB | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000277_CC_AIRB | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000278_CC_AIRB | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000279_CC_AIRB | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000280_CC_AIRB | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000281_CC_AIRB | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000282_CC_AIRB | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000283_CC_AIRB | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000284_CC_AIRB | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000285_CC_AIRB | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000286_CC_AIRB | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000287_CC_AIRB | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000288_CC_AIRB | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000289_CC_AIRB | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000290_CC_AIRB | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000291_CC_AIRB | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000292_CC_AIRB | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000293_CC_AIRB | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000294_CC_AIRB | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000295_CC_AIRB | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000296_CC_AIRB | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000297_CC_AIRB | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000298_CC_AIRB | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000299_CC_AIRB | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000300_CC_AIRB | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000301_CC_AIRB | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000302_CC_AIRB | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000303_CC_AIRB | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000304_CC_AIRB | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000305_CC_AIRB | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000306_CC_AIRB | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000307_CC_AIRB | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000308_CC_AIRB | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000310_CC_AIRB | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000311_CC_AIRB | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000312_CC_AIRB | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000313_CC_AIRB | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000314_CC_AIRB | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000315_CC_AIRB | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000316_CC_AIRB | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000317_CC_AIRB | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000318_CC_AIRB | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000319_CC_AIRB | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000320_CC_AIRB | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000321_CC_AIRB | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000322_CC_AIRB | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000323_CC_AIRB | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000324_CC_AIRB | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000325_CC_AIRB | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000326_CC_AIRB | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000327_CC_AIRB | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000328_CC_AIRB | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000329_CC_AIRB | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000330_CC_AIRB | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000331_CC_AIRB | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000332_CC_AIRB | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000333_CC_AIRB | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000334_CC_AIRB | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000336_CC_AIRB | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000337_CC_AIRB | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000338_CC_AIRB | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000339_CC_AIRB | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000340_CC_AIRB | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000341_CC_AIRB | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000342_CC_AIRB | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000343_CC_AIRB | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO.

KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000344_CC_AIRB | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000345_CC_AIRB | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000346_CC_AIRB | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000347_CC_AIRB | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000348_CC_AIRB | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000349_CC_AIRB | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000350_CC_AIRB | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000351_CC_AIRB | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000352_CC_AIRB | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000353_CC_AIRB | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000354_CC_AIRB | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000355_CC_AIRB | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000356_CC_AIRB | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000357_CC_AIRB | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000358_CC_AIRB | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000359_CC_AIRB | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000360_CC_AIRB | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000361_CC_AIRB | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000362_CC_AIRB | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000363_CC_AIRB | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000364_CC_AIRB | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000365_CC_AIRB | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000366_CC_AIRB | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000367_CC_AIRB | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000368_CC_AIRB | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000369_CC_AIRB | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000370_CC_AIRB | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000371_CC_AIRB | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000372_CC_AIRB | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000373_CC_AIRB | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000374_CC_AIRB | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000376_CC_AIRB | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000377_CC_AIRB | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000378_CC_AIRB | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000379_CC_AIRB | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000380_CC_AIRB | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000381_CC_AIRB | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000382_CC_AIRB | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000383_CC_AIRB | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000384_CC_AIRB | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000385_CC_AIRB | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000386_CC_AIRB | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000387_CC_AIRB | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000388_CC_AIRB | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000389_CC_AIRB | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000390_CC_AIRB | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000391_CC_AIRB | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000392_CC_AIRB | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000393_CC_AIRB | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000394_CC_AIRB | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000395_CC_AIRB | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000396_CC_AIRB | 5299001X9L42HXEBCZ51 | 1188960-7 | | | | Ceconomy AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000397_CC_AIRB | 529900ZYVEIYJRO6TG34 | 3328361-5 | | | | Meyer Werft GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000398_CC_AIRB | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000399_CC_AIRB | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000400_CC_AIRB | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000401_CC_AIRB | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000402_CC_AIRB | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000403_CC_AIRB | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000404_CC_AIRB | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000405_CC_AIRB | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000406_CC_AIRB | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000407_CC_AIRB | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000408_CC_AIRB | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000409_CC_AIRB | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000410_CC_AIRB | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000411_CC_AIRB | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000412_CC_AIRB | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000413_CC_AIRB | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000414_CC_AIRB | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000415_CC_AIRB | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000416_CC_AIRB | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000417_CC_AIRB | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | IHO Verwaltungs GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000418_CC_AIRB | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000419_CC_AIRB | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000420_CC_AIRB | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000421_CC_AIRB | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000422_CC_AIRB | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000423_CC_AIRB | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000424_CC_AIRB | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000425_CC_AIRB | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000426_CC_AIRB | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000427_CC_AIRB | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000428_CC_AIRB | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000429_CC_AIRB | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000430_CC_AIRB | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000431_CC_AIRB | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000432_CC_AIRB | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000433_CC_AIRB | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000434_CC_AIRB | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000435_CC_AIRB | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000436_CC_AIRB | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000437_CC_AIRB | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000438_CC_AIRB | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000439_CC_AIRB | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000440_CC_AIRB | XQMNIROSQAS7Y9TT7I97 | 2515082-2 | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000441_CC_AIRB | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000442_CC_AIRB | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000443_CC_AIRB | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000444_CC_AIRB | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000445_CC_AIRB | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH & Co. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000446_CC_AIRB | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000447_CC_AIRB | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000448_CC_AIRB | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000449_CC_AIRB | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000450_CC_AIRB | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000451_CC_AIRB | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000452_CC_AIRB | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000453_CC_AIRB | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000454_CC_AIRB | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000455_CC_AIRB | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000456_CC_AIRB | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000457_CC_AIRB | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000458_CC_AIRB | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000459_CC_AIRB | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000460_CC_AIRB | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000461_CC_AIRB | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000462_CC_AIRB | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000463_CC_AIRB | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000464_CC_AIRB | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000465_CC_AIRB | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000466_CC_AIRB | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000467_CC_AIRB | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000468_CC_AIRB | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000469_CC_AIRB | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000470_CC_AIRB | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000471_CC_AIRB | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000472_CC_AIRB | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000473_CC_AIRB | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000474_CC_AIRB | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000475_CC_AIRB | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000476_CC_AIRB | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000477_CC_AIRB | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000478_CC_AIRB | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000479_CC_AIRB | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000480_CC_AIRB | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000481_CC_AIRB | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000482_CC_AIRB | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000483_CC_AIRB | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000484_CC_AIRB | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000485_CC_AIRB | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000486_CC_AIRB | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000487_CC_AIRB | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000488_CC_AIRB | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000489_CC_AIRB | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000490_CC_AIRB | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000491_CC_AIRB | 549300RIPHN847476O42 | | | | | J. LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000492_CC_AIRB | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000493_CC_AIRB | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000494_CC_AIRB | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000495_CC_AIRB | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000496_CC_AIRB | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000497_CC_AIRB | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000498_CC_AIRB | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000499_CC_AIRB | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000500_CC_AIRB | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000501_CC_AIRB | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000502_CC_AIRB | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000503_CC_AIRB | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000504_CC_AIRB | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000505_CC_AIRB | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000506_CC_AIRB | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000507_CC_AIRB | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000508_CC_AIRB | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000509_CC_AIRB | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000510_CC_AIRB | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000511_CC_AIRB | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000512_CC_AIRB | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000513_CC_AIRB | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000514_CC_AIRB | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000515_CC_AIRB | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000516_CC_AIRB | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000517_CC_AIRB | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000518_CC_AIRB | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000519_CC_AIRB | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000520_CC_AIRB | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000521_CC_AIRB | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000522_CC_AIRB | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000523_CC_AIRB | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000524_CC_AIRB | 95980020140005800000 | | | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000525_CC_AIRB | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000526_CC_AIRB | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000527_CC_AIRB | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000528_CC_AIRB | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A.

| ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000529_CC_AIRB | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000530_CC_AIRB | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000531_CC_AIRB | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000532_CC_AIRB | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000533_CC_AIRB | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000534_CC_AIRB | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000535_CC_AIRB | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000536_CC_AIRB | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000537_CC_AIRB | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000538_CC_AIRB | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000539_CC_AIRB | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000540_CC_AIRB | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000541_CC_AIRB | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000542_CC_AIRB | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000543_CC_AIRB | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000544_CC_AIRB | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000545_CC_AIRB | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000546_CC_AIRB | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000547_CC_AIRB | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000548_CC_AIRB | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000549_CC_AIRB | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000550_CC_AIRB | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000551_CC_AIRB | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000552_CC_AIRB | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000553_CC_AIRB | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000554_CC_AIRB | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000555_CC_AIRB | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000556_CC_AIRB | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000557_CC_AIRB | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000558_CC_AIRB | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000559_CC_AIRB | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000560_CC_AIRB | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000561_CC_AIRB | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000562_CC_AIRB | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000563_CC_AIRB | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000564_CC_AIRB | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000565_CC_AIRB | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000566_CC_AIRB | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000567_CC_AIRB | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000568_CC_AIRB | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000569_CC_AIRB | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000570_CC_AIRB | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000571_CC_AIRB | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000572_CC_AIRB | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000573_CC_AIRB | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000574_CC_AIRB | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000575_CC_AIRB | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000576_CC_AIRB | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000577_CC_AIRB | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000578_CC_AIRB | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000579_CC_AIRB | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000580_CC_AIRB | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000581_CC_AIRB | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000582_CC_AIRB | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000583_CC_AIRB | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000584_CC_AIRB | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000585_CC_AIRB | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000586_CC_AIRB | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000587_CC_AIRB | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000588_CC_AIRB | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000589_CC_AIRB | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000590_CC_AIRB | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000591_CC_AIRB | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000592_CC_AIRB | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000593_CC_AIRB | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000594_CC_AIRB | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000595_CC_AIRB | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000596_CC_AIRB | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000597_CC_AIRB | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000598_CC_AIRB | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000599_CC_AIRB | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000600_CC_AIRB | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000601_CC_AIRB | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000602_CC_AIRB | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000603_CC_AIRB | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000604_CC_AIRB | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000605_CC_AIRB | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000606_CC_AIRB | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000607_CC_AIRB | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000608_CC_AIRB | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000609_CC_AIRB | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000610_CC_AIRB | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000611_CC_AIRB | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000612_CC_AIRB | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000613_CC_AIRB | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000614_CC_AIRB | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000615_CC_AIRB | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000616_CC_AIRB | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000617_CC_AIRB | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000618_CC_AIRB | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000619_CC_AIRB | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000620_CC_AIRB | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000621_CC_AIRB | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000622_CC_AIRB | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000623_CC_AIRB | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD - PERRACHON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000624_CC_AIRB | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000625_CC_AIRB | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000626_CC_AIRB | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000627_CC_AIRB | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000628_CC_AIRB | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000629_CC_AIRB | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000630_CC_AIRB | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000631_CC_AIRB | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000632_CC_AIRB | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000633_CC_AIRB | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000634_CC_AIRB | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000635_CC_AIRB | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000636_CC_AIRB | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000637_CC_AIRB | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000638_CC_AIRB | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000639_CC_AIRB | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000640_CC_AIRB | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000641_CC_AIRB | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000642_CC_AIRB | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000643_CC_AIRB | 52990087UKA0U2TO8412 | | | | | AIRBUS HELICOPTERS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000645_CC_AIRB | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000646_CC_AIRB | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000647_CC_AIRB | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000648_CC_AIRB | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000649_CC_AIRB | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000650_CC_AIRB | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000651_CC_AIRB | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000652_CC_AIRB | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000653_CC_AIRB | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000654_CC_AIRB | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000655_CC_AIRB | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000656_CC_AIRB | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000657_CC_AIRB | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000658_CC_AIRB | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000659_CC_AIRB | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000660_CC_AIRB | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000661_CC_AIRB | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000662_CC_AIRB | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000663_CC_AIRB | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000664_CC_AIRB | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000665_CC_AIRB | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000666_CC_AIRB | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000667_CC_AIRB | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000668_CC_AIRB | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000669_CC_AIRB | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000670_CC_AIRB | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000671_CC_AIRB | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000672_CC_AIRB | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000673_CC_AIRB | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000674_CC_AIRB | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000675_CC_AIRB | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000676_CC_AIRB | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000677_CC_AIRB | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000678_CC_AIRB | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000679_CC_AIRB | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000680_CC_AIRB | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000681_CC_AIRB | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000682_CC_AIRB | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000683_CC_AIRB | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000684_CC_AIRB | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000685_CC_AIRB | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000686_CC_AIRB | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000687_CC_AIRB | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000688_CC_AIRB | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000689_CC_AIRB | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000690_CC_AIRB | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000691_CC_AIRB | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000692_CC_AIRB | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000693_CC_AIRB | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000694_CC_AIRB | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000695_CC_AIRB | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000696_CC_AIRB | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000697_CC_AIRB | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000698_CC_AIRB | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000699_CC_AIRB | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000700_CC_AIRB | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A.

| FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000701_CC_AIRB | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000702_CC_AIRB | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000703_CC_AIRB | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000704_CC_AIRB | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000705_CC_AIRB | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000706_CC_AIRB | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000707_CC_AIRB | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000708_CC_AIRB | 969500A4MXJ3ESPHK698 | | | | | SNCF MOBILITES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000709_CC_AIRB | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000710_CC_AIRB | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000711_CC_AIRB | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000712_CC_AIRB | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000713_CC_AIRB | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000714_CC_AIRB | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000715_CC_AIRB | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000716_CC_AIRB | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000717_CC_AIRB | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000718_CC_AIRB | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000719_CC_AIRB | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000720_CC_AIRB | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000721_CC_AIRB | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000722_CC_AIRB | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000723_CC_AIRB | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000724_CC_AIRB | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000725_CC_AIRB | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000726_CC_AIRB | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000727_CC_AIRB | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000728_CC_AIRB | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000729_CC_AIRB | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000730_CC_AIRB | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000731_CC_AIRB | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000732_CC_AIRB | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000733_CC_AIRB | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000734_CC_AIRB | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No. 1 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000735_CC_AIRB | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000736_CC_AIRB | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000737_CC_AIRB | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000738_CC_AIRB | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000739_CC_AIRB | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000740_CC_AIRB | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000741_CC_AIRB | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000742_CC_AIRB | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000743_CC_AIRB | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000744_CC_AIRB | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000745_CC_AIRB | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000746_CC_AIRB | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000747_CC_AIRB | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000748_CC_AIRB | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000749_CC_AIRB | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000750_CC_AIRB | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000751_CC_AIRB | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000752_CC_AIRB | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000753_CC_AIRB | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000754_CC_AIRB | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000755_CC_AIRB | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000756_CC_AIRB | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000757_CC_AIRB | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000758_CC_AIRB | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000759_CC_AIRB | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000760_CC_AIRB | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000761_CC_AIRB | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000762_CC_AIRB | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000763_CC_AIRB | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000764_CC_AIRB | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000765_CC_AIRB | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000766_CC_AIRB | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000767_CC_AIRB | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000768_CC_AIRB | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000769_CC_AIRB | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000770_CC_AIRB | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000771_CC_AIRB | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000772_CC_AIRB | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000773_CC_AIRB | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000774_CC_AIRB | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000775_CC_AIRB | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000776_CC_AIRB | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000777_CC_AIRB | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000778_CC_AIRB | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000779_CC_AIRB | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000780_CC_AIRB | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000781_CC_AIRB | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000782_CC_AIRB | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000783_CC_AIRB | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000784_CC_AIRB | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000785_CC_AIRB | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000786_CC_AIRB | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000787_CC_AIRB | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000788_CC_AIRB | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000789_CC_AIRB | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000790_CC_AIRB | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000791_CC_AIRB | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000792_CC_AIRB | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000793_CC_AIRB | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000794_CC_AIRB | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000795_CC_AIRB | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000796_CC_AIRB | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000797_CC_AIRB | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000798_CC_AIRB | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000799_CC_AIRB | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000800_CC_AIRB | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000801_CC_AIRB | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000802_CC_AIRB | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000803_CC_AIRB | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000804_CC_AIRB | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000805_CC_AIRB | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000806_CC_AIRB | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000807_CC_AIRB | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000808_CC_AIRB | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000809_CC_AIRB | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000810_CC_AIRB | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000811_CC_AIRB | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000812_CC_AIRB | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000813_CC_AIRB | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000814_CC_AIRB | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000815_CC_AIRB | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000816_CC_AIRB | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000817_CC_AIRB | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000818_CC_AIRB | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000819_CC_AIRB | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000820_CC_AIRB | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000821_CC_AIRB | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000822_CC_AIRB | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000823_CC_AIRB | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000824_CC_AIRB | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000825_CC_AIRB | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000826_CC_AIRB | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000827_CC_AIRB | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000828_CC_AIRB | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000829_CC_AIRB | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000830_CC_AIRB | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000831_CC_AIRB | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000832_CC_AIRB | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000833_CC_AIRB | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000834_CC_AIRB | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000835_CC_AIRB | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000836_CC_AIRB | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000837_CC_AIRB | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000838_CC_AIRB | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000839_CC_AIRB | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000840_CC_AIRB | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000841_CC_AIRB | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000842_CC_AIRB | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000843_CC_AIRB | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000844_CC_AIRB | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000845_CC_AIRB | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000846_CC_AIRB | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000847_CC_AIRB | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000848_CC_AIRB | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000849_CC_AIRB | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000850_CC_AIRB | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000851_CC_AIRB | 213800HX7FMPA2CIEF02 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000852_CC_AIRB | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000853_CC_AIRB | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000854_CC_AIRB | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0000855_CC_AIRB | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co.

International plc | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000856_CC_AIRB | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000857_CC_AIRB | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000858_CC_AIRB | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000859_CC_AIRB | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000860_CC_AIRB | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000861_CC_AIRB | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000862_CC_AIRB | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000863_CC_AIRB | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000864_CC_AIRB | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000865_CC_AIRB | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000866_CC_AIRB | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000867_CC_AIRB | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000868_CC_AIRB | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000869_CC_AIRB | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000870_CC_AIRB | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000871_CC_AIRB | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000872_CC_AIRB | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000873_CC_AIRB | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000874_CC_AIRB | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000875_CC_AIRB | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000876_CC_AIRB | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000877_CC_AIRB | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000878_CC_AIRB | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000879_CC_AIRB | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000880_CC_AIRB | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000881_CC_AIRB | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000882_CC_AIRB | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000883_CC_AIRB | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000884_CC_AIRB | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000885_CC_AIRB | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000886_CC_AIRB | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000887_CC_AIRB | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000888_CC_AIRB | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000889_CC_AIRB | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000890_CC_AIRB | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000891_CC_AIRB | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000892_CC_AIRB | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000893_CC_AIRB | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000894_CC_AIRB | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000895_CC_AIRB | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000896_CC_AIRB | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000897_CC_AIRB | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000898_CC_AIRB | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000899_CC_AIRB | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000900_CC_AIRB | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000901_CC_AIRB | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000902_CC_AIRB | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000903_CC_AIRB | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000904_CC_AIRB | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000905_CC_AIRB | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000906_CC_AIRB | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000907_CC_AIRB | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000908_CC_AIRB | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000909_CC_AIRB | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000910_CC_AIRB | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000911_CC_AIRB | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000912_CC_AIRB | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000913_CC_AIRB | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000914_CC_AIRB | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000915_CC_AIRB | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000916_CC_AIRB | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000917_CC_AIRB | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000918_CC_AIRB | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000919_CC_AIRB | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000920_CC_AIRB | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000921_CC_AIRB | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000922_CC_AIRB | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000923_CC_AIRB | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000924_CC_AIRB | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000925_CC_AIRB | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000926_CC_AIRB | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000927_CC_AIRB | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000928_CC_AIRB | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000929_CC_AIRB | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000930_CC_AIRB | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000931_CC_AIRB | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000932_CC_AIRB | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000933_CC_AIRB | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000934_CC_AIRB | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000935_CC_AIRB | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000936_CC_AIRB | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000937_CC_AIRB | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000938_CC_AIRB | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000939_CC_AIRB | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000940_CC_AIRB | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000941_CC_AIRB | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000942_CC_AIRB | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000943_CC_AIRB | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000944_CC_AIRB | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000945_CC_AIRB | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000946_CC_AIRB | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000947_CC_AIRB | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000948_CC_AIRB | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000949_CC_AIRB | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000950_CC_AIRB | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000951_CC_AIRB | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000952_CC_AIRB | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000953_CC_AIRB | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000954_CC_AIRB | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000955_CC_AIRB | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000956_CC_AIRB | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000957_CC_AIRB | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000958_CC_AIRB | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000959_CC_AIRB | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000960_CC_AIRB | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000961_CC_AIRB | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000962_CC_AIRB | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000963_CC_AIRB | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000964_CC_AIRB | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000965_CC_AIRB | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000966_CC_AIRB | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000967_CC_AIRB | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000968_CC_AIRB | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000969_CC_AIRB | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000970_CC_AIRB | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000971_CC_AIRB | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000972_CC_AIRB | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000973_CC_AIRB | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000974_CC_AIRB | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000975_CC_AIRB | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000976_CC_AIRB | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000977_CC_AIRB | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000978_CC_AIRB | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000979_CC_AIRB | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000980_CC_AIRB | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000981_CC_AIRB | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000982_CC_AIRB | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000983_CC_AIRB | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000984_CC_AIRB | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA - SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000985_CC_AIRB | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000986_CC_AIRB | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000987_CC_AIRB | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000988_CC_AIRB | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000989_CC_AIRB | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000990_CC_AIRB | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000991_CC_AIRB | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000993_CC_AIRB | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000994_CC_AIRB | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000995_CC_AIRB | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000996_CC_AIRB | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000997_CC_AIRB | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000998_CC_AIRB | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000999_CC_AIRB | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001000_CC_AIRB | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001001_CC_AIRB | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001002_CC_AIRB | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001003_CC_AIRB | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001004_CC_AIRB | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001005_CC_AIRB | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001006_CC_AIRB | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001007_CC_AIRB | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001008_CC_AIRB | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001009_CC_AIRB | 8156004604684CA44A90 | | | | | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001011_CC_AIRB | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001012_CC_AIRB | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001013_CC_AIRB | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001014_CC_AIRB | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001015_CC_AIRB | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001016_CC_AIRB | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001017_CC_AIRB | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001018_CC_AIRB | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001019_CC_AIRB | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001020_CC_AIRB | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001021_CC_AIRB | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001022_CC_AIRB | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001023_CC_AIRB | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001024_CC_AIRB | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001025_CC_AIRB | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001026_CC_AIRB | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001027_CC_AIRB | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001028_CC_AIRB | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001029_CC_AIRB | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001030_CC_AIRB | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001031_CC_AIRB | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001032_CC_AIRB | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001033_CC_AIRB | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001034_CC_AIRB | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA - S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001035_CC_AIRB | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001036_CC_AIRB | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001038_CC_AIRB | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001039_CC_AIRB | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001040_CC_AIRB | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A.

| IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001041_CC_AIRB | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001042_CC_AIRB | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001043_CC_AIRB | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001044_CC_AIRB | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001045_CC_AIRB | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001046_CC_AIRB | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001047_CC_AIRB | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001048_CC_AIRB | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001049_CC_AIRB | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001050_CC_AIRB | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001051_CC_AIRB | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001052_CC_AIRB | | 5012487 | 8850400154 | | | SACAL - SOCIETA' ALLUMINIO CARISIO - S.P | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001053_CC_AIRB | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001054_CC_AIRB | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001055_CC_AIRB | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001056_CC_AIRB | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001057_CC_AIRB | | 6524595 | 3957900487 | | | SAMMONTANA - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001058_CC_AIRB | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001059_CC_AIRB | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001060_CC_AIRB | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001061_CC_AIRB | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001062_CC_AIRB | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001063_CC_AIRB | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001064_CC_AIRB | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001065_CC_AIRB | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001066_CC_AIRB | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001067_CC_AIRB | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001068_CC_AIRB | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001069_CC_AIRB | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001070_CC_AIRB | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001071_CC_AIRB | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001072_CC_AIRB | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001073_CC_AIRB | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI - FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001074_CC_AIRB | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001075_CC_AIRB | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001076_CC_AIRB | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001077_CC_AIRB | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001078_CC_AIRB | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001079_CC_AIRB | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001080_CC_AIRB | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001081_CC_AIRB | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001082_CC_AIRB | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001083_CC_AIRB | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001084_CC_AIRB | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001085_CC_AIRB | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001086_CC_AIRB | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001087_CC_AIRB | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001088_CC_AIRB | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001089_CC_AIRB | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001090_CC_AIRB | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001091_CC_AIRB | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001092_CC_AIRB | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001093_CC_AIRB | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001094_CC_AIRB | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001095_CC_AIRB | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001096_CC_AIRB | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001097_CC_AIRB | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001098_CC_AIRB | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001099_CC_AIRB | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001100_CC_AIRB | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001101_CC_AIRB | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001102_CC_AIRB | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB "Kauno grūdai" | LT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001103_CC_AIRB | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001104_CC_AIRB | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001105_CC_AIRB | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001106_CC_AIRB | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001107_CC_AIRB | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001108_CC_AIRB | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001109_CC_AIRB | 529900W1S8TJDDH8YB29 | | | | | Encevo S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001110_CC_AIRB | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001111_CC_AIRB | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001112_CC_AIRB | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001113_CC_AIRB | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001114_CC_AIRB | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001115_CC_AIRB | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001116_CC_AIRB | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001117_CC_AIRB | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001118_CC_AIRB | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001119_CC_AIRB | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001120_CC_AIRB | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001121_CC_AIRB | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001122_CC_AIRB | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001123_CC_AIRB | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001124_CC_AIRB | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001125_CC_AIRB | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001126_CC_AIRB | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001127_CC_AIRB | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001128_CC_AIRB | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001129_CC_AIRB | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001130_CC_AIRB | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001131_CC_AIRB | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001132_CC_AIRB | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001133_CC_AIRB | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001134_CC_AIRB | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001135_CC_AIRB | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001136_CC_AIRB | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001137_CC_AIRB | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001138_CC_AIRB | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001139_CC_AIRB | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001140_CC_AIRB | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001142_CC_AIRB | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001143_CC_AIRB | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001144_CC_AIRB | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001145_CC_AIRB | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001146_CC_AIRB | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001147_CC_AIRB | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001148_CC_AIRB | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001149_CC_AIRB | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001150_CC_AIRB | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001151_CC_AIRB | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001152_CC_AIRB | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001153_CC_AIRB | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001154_CC_AIRB | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001155_CC_AIRB | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001156_CC_AIRB | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001157_CC_AIRB | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001158_CC_AIRB | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001159_CC_AIRB | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001160_CC_AIRB | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001161_CC_AIRB | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001162_CC_AIRB | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001163_CC_AIRB | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001164_CC_AIRB | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001165_CC_AIRB | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001166_CC_AIRB | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001167_CC_AIRB | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001168_CC_AIRB | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001169_CC_AIRB | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001170_CC_AIRB | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001171_CC_AIRB | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001172_CC_AIRB | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001173_CC_AIRB | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001174_CC_AIRB | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001175_CC_AIRB | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001176_CC_AIRB | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001177_CC_AIRB | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001178_CC_AIRB | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001179_CC_AIRB | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001180_CC_AIRB | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001181_CC_AIRB | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001182_CC_AIRB | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001183_CC_AIRB | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001184_CC_AIRB | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001185_CC_AIRB | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001186_CC_AIRB | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001187_CC_AIRB | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001188_CC_AIRB | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001189_CC_AIRB | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001190_CC_AIRB | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001191_CC_AIRB | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001192_CC_AIRB | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001193_CC_AIRB | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001194_CC_AIRB | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001195_CC_AIRB | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001196_CC_AIRB | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001197_CC_AIRB | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001198_CC_AIRB | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001199_CC_AIRB | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001200_CC_AIRB | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001201_CC_AIRB | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001202_CC_AIRB | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001203_CC_AIRB | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001204_CC_AIRB | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001205_CC_AIRB | 549300N522D3SS8MKV65 | | KVK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001206_CC_AIRB | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001207_CC_AIRB | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001208_CC_AIRB | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001209_CC_AIRB | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001210_CC_AIRB | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001211_CC_AIRB | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001212_CC_AIRB | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001213_CC_AIRB | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001214_CC_AIRB | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001215_CC_AIRB | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001216_CC_AIRB | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001217_CC_AIRB | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001218_CC_AIRB | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001219_CC_AIRB | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001220_CC_AIRB | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001221_CC_AIRB | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001222_CC_AIRB | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001223_CC_AIRB | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001224_CC_AIRB | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V.

| NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001225_CC_AIRB | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001226_CC_AIRB | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001227_CC_AIRB | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001228_CC_AIRB | 724500L44K67W7UW1C59 | | | | | TomTom International B.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001229_CC_AIRB | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001230_CC_AIRB | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001231_CC_AIRB | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001232_CC_AIRB | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001234_CC_AIRB | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001235_CC_AIRB | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001236_CC_AIRB | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001237_CC_AIRB | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001238_CC_AIRB | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001239_CC_AIRB | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001240_CC_AIRB | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001241_CC_AIRB | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001242_CC_AIRB | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001243_CC_AIRB | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001244_CC_AIRB | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001245_CC_AIRB | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001246_CC_AIRB | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001247_CC_AIRB | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001248_CC_AIRB | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001249_CC_AIRB | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001250_CC_AIRB | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001251_CC_AIRB | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001252_CC_AIRB | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001253_CC_AIRB | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001254_CC_AIRB | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001255_CC_AIRB | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001256_CC_AIRB | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001257_CC_AIRB | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001258_CC_AIRB | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001259_CC_AIRB | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001260_CC_AIRB | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001261_CC_AIRB | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001262_CC_AIRB | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001263_CC_AIRB | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001264_CC_AIRB | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001265_CC_AIRB | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001266_CC_AIRB | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001267_CC_AIRB | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001268_CC_AIRB | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001269_CC_AIRB | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001270_CC_AIRB | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP - Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001271_CC_AIRB | 529900LOXJVWGOH84656 | | 503293695 | | | EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001272_CC_AIRB | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001273_CC_AIRB | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001274_CC_AIRB | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA - SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001275_CC_AIRB | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001276_CC_AIRB | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001277_CC_AIRB | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001278_CC_AIRB | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001279_CC_AIRB | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001280_CC_AIRB | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001281_CC_AIRB | | | 507979265 | | | OPWAY - SGPS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001282_CC_AIRB | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001283_CC_AIRB | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001284_CC_AIRB | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001285_CC_AIRB | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001286_CC_AIRB | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001287_CC_AIRB | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001288_CC_AIRB | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001289_CC_AIRB | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001290_CC_AIRB | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001291_CC_AIRB | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001292_CC_AIRB | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001293_CC_AIRB | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001294_CC_AIRB | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001295_CC_AIRB | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001296_CC_AIRB | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001297_CC_AIRB | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001298_CC_AIRB | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001299_CC_AIRB | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001300_CC_AIRB | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V. (The) | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001301_CC_AIRB | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001302_CC_AIRB | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001303_CC_AIRB | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001304_CC_AIRB | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001305_CC_AIRB | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001306_CC_AIRB | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001307_CC_AIRB | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001308_CC_AIRB | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001309_CC_AIRB | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001310_CC_AIRB | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001311_CC_AIRB | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001312_CC_AIRB | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001313_CC_AIRB | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001314_CC_AIRB | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001315_CC_AIRB | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001316_CC_AIRB | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001317_CC_AIRB | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001318_CC_AIRB | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001319_CC_AIRB | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001320_CC_AIRB | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001321_CC_AIRB | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001322_CC_AIRB | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001323_CC_AIRB | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001324_CC_AIRB | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001325_CC_AIRB | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001326_CC_AIRB | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001327_CC_AIRB | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001328_CC_AIRB | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001329_CC_AIRB | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001330_CC_AIRB | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001331_CC_AIRB | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001332_CC_AIRB | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001333_CC_AIRB | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001334_CC_AIRB | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001335_CC_AIRB | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001336_CC_AIRB | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001337_CC_AIRB | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001338_CC_AIRB | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001339_CC_AIRB | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001340_CC_AIRB | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001341_CC_AIRB | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001342_CC_AIRB | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001343_CC_AIRB | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001344_CC_AIRB | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001345_CC_AIRB | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001346_CC_AIRB | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001347_CC_AIRB | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001348_CC_AIRB | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001349_CC_AIRB | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001350_CC_AIRB | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001351_CC_AIRB | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001352_CC_AIRB | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001353_CC_AIRB | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001354_CC_AIRB | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001355_CC_AIRB | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001356_CC_AIRB | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001357_CC_AIRB | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001358_CC_AIRB | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001359_CC_AIRB | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001360_CC_AIRB | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001361_CC_AIRB | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001362_CC_AIRB | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001363_CC_AIRB | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001364_CC_AIRB | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001365_CC_AIRB | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001366_CC_AIRB | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001367_CC_AIRB | 549300QOGMPTKB6W7G56 | | 1.07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001368_CC_AIRB | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001369_CC_AIRB | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001370_CC_AIRB | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001371_CC_AIRB | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001372_CC_AIRB | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001373_CC_AIRB | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001374_CC_AIRB | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001375_CC_AIRB | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001376_CC_AIRB | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001377_CC_AIRB | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001378_CC_AIRB | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001379_CC_AIRB | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001380_CC_AIRB | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001381_CC_AIRB | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001382_CC_AIRB | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001383_CC_AIRB | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001384_CC_AIRB | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001385_CC_AIRB | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001386_CC_AIRB | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001387_CC_AIRB | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001388_CC_AIRB | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001389_CC_AIRB | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001390_CC_AIRB | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001391_CC_AIRB | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001392_CC_AIRB | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001393_CC_AIRB | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001394_CC_AIRB | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001395_CC_AIRB | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001396_CC_AIRB | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001397_CC_AIRB | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001398_CC_AIRB | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001399_CC_AIRB | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001400_CC_AIRB | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001401_CC_AIRB | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001402_CC_AIRB | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001403_CC_AIRB | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001404_CC_AIRB | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001405_CC_AIRB | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001406_CC_AIRB | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001407_CC_AIRB | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001408_CC_AIRB | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001409_CC_AIRB | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc.

| US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001410_CC_AIRB | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001411_CC_AIRB | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001412_CC_AIRB | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001413_CC_AIRB | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001414_CC_AIRB | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001415_CC_AIRB | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001416_CC_AIRB | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001417_CC_AIRB | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001418_CC_AIRB | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001419_CC_AIRB | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001420_CC_AIRB | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001421_CC_AIRB | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001422_CC_AIRB | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001423_CC_AIRB | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001424_CC_AIRB | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001425_CC_AIRB | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001426_CC_AIRB | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001427_CC_AIRB | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001428_CC_AIRB | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001429_CC_AIRB | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001430_CC_AIRB | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001431_CC_AIRB | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001432_CC_AIRB | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001433_CC_AIRB | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001434_CC_AIRB | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001435_CC_AIRB | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001436_CC_AIRB | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001437_CC_AIRB | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001438_CC_AIRB | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001439_CC_AIRB | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001440_CC_AIRB | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001441_CC_AIRB | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001442_CC_AIRB | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001443_CC_AIRB | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001444_CC_AIRB | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001445_CC_AIRB | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001446_CC_AIRB | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001447_CC_AIRB | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001448_CC_AIRB | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001449_CC_AIRB | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001450_CC_AIRB | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001451_CC_AIRB | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001452_CC_AIRB | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001453_CC_AIRB | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001454_CC_AIRB | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001455_CC_AIRB | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001456_CC_AIRB | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001457_CC_AIRB | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001458_CC_AIRB | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001459_CC_AIRB | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001460_CC_AIRB | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001461_CC_AIRB | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001462_CC_AIRB | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001463_CC_AIRB | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001464_CC_AIRB | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001465_CC_AIRB | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001466_CC_AIRB | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001467_CC_AIRB | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001468_CC_AIRB | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001469_CC_AIRB | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001470_CC_AIRB | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001471_CC_AIRB | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001472_CC_AIRB | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001473_CC_AIRB | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001474_CC_AIRB | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001475_CC_AIRB | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001476_CC_AIRB | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001477_CC_AIRB | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001478_CC_AIRB | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001479_CC_AIRB | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001480_CC_AIRB | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001481_CC_AIRB | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001482_CC_AIRB | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001483_CC_AIRB | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001484_CC_AIRB | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001485_CC_AIRB | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001486_CC_AIRB | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001487_CC_AIRB | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001488_CC_AIRB | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001489_CC_AIRB | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001490_CC_AIRB | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001491_CC_AIRB | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001492_CC_AIRB | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001493_CC_AIRB | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001494_CC_AIRB | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001495_CC_AIRB | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001496_CC_AIRB | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001497_CC_AIRB | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001498_CC_AIRB | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001499_CC_AIRB | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001500_CC_AIRB | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001501_CC_AIRB | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001502_CC_AIRB | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001503_CC_AIRB | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001504_CC_AIRB | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001505_CC_AIRB | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001506_CC_AIRB | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001507_CC_AIRB | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001508_CC_AIRB | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001509_CC_AIRB | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001510_CC_AIRB | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001511_CC_AIRB | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001512_CC_AIRB | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001513_CC_AIRB | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001514_CC_AIRB | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001515_CC_AIRB | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001516_CC_AIRB | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001517_CC_AIRB | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001518_CC_AIRB | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001519_CC_AIRB | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001520_CC_AIRB | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001521_CC_AIRB | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001522_CC_AIRB | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001523_CC_AIRB | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001524_CC_AIRB | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001525_CC_AIRB | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001526_CC_AIRB | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001527_CC_AIRB | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001528_CC_AIRB | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001529_CC_AIRB | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001530_CC_AIRB | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001531_CC_AIRB | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001532_CC_AIRB | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001533_CC_AIRB | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001534_CC_AIRB | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001535_CC_AIRB | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001536_CC_AIRB | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001537_CC_AIRB | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001538_CC_AIRB | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001539_CC_AIRB | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001540_CC_AIRB | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001541_CC_AIRB | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001542_CC_AIRB | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001543_CC_AIRB | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001544_CC_AIRB | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001545_CC_AIRB | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001546_CC_AIRB | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001547_CC_AIRB | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001548_CC_AIRB | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001549_CC_AIRB | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001550_CC_AIRB | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001551_CC_AIRB | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001552_CC_AIRB | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001553_CC_AIRB | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001554_CC_AIRB | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001555_CC_AIRB | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001556_CC_AIRB | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001557_CC_AIRB | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001558_CC_AIRB | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001559_CC_AIRB | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001560_CC_AIRB | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001561_CC_AIRB | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001562_CC_AIRB | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001563_CC_AIRB | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001564_CC_AIRB | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001565_CC_AIRB | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001566_CC_AIRB | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001567_CC_AIRB | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001568_CC_AIRB | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001569_CC_AIRB | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001570_CC_AIRB | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001571_CC_AIRB | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001572_CC_AIRB | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001573_CC_AIRB | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001574_CC_AIRB | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001575_CC_AIRB | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001576_CC_AIRB | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001577_CC_AIRB | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001578_CC_AIRB | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001579_CC_AIRB | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001580_CC_AIRB | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001581_CC_AIRB | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001582_CC_AIRB | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001583_CC_AIRB | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001584_CC_AIRB | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001585_CC_AIRB | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001586_CC_AIRB | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001587_CC_AIRB | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001588_CC_AIRB | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001589_CC_AIRB | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001590_CC_AIRB | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc.

| US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001591_CC_AIRB | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001592_CC_AIRB | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001593_CC_AIRB | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001594_CC_AIRB | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001595_CC_AIRB | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001596_CC_AIRB | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001597_CC_AIRB | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001598_CC_AIRB | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001599_CC_AIRB | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001600_CC_AIRB | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001601_CC_AIRB | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001602_CC_AIRB | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001603_CC_AIRB | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001604_CC_AIRB | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001605_CC_AIRB | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001606_CC_AIRB | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001607_CC_AIRB | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001608_CC_AIRB | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001609_CC_AIRB | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001610_CC_AIRB | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001611_CC_AIRB | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001612_CC_AIRB | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001613_CC_AIRB | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001614_CC_AIRB | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001615_CC_AIRB | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001617_CC_AIRB | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001618_CC_AIRB | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001619_CC_AIRB | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001620_CC_AIRB | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001621_CC_AIRB | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001623_CC_AIRB | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001624_CC_AIRB | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001625_CC_AIRB | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001626_CC_AIRB | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001627_CC_AIRB | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001628_CC_AIRB | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001629_CC_AIRB | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001630_CC_AIRB | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001631_CC_AIRB | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001632_CC_AIRB | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001633_CC_AIRB | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001634_CC_AIRB | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001635_CC_AIRB | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001636_CC_AIRB | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001637_CC_AIRB | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001638_CC_AIRB | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001639_CC_AIRB | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001640_CC_AIRB | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001641_CC_AIRB | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001642_CC_AIRB | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001643_CC_AIRB | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001644_CC_AIRB | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001645_CC_AIRB | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001646_CC_AIRB | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001647_CC_AIRB | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001648_CC_AIRB | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001649_CC_AIRB | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001650_CC_AIRB | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001651_CC_AIRB | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001652_CC_AIRB | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001653_CC_AIRB | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001654_CC_AIRB | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001655_CC_AIRB | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001656_CC_AIRB | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001657_CC_AIRB | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001658_CC_AIRB | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001659_CC_AIRB | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001660_CC_AIRB | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001661_CC_AIRB | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001662_CC_AIRB | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001663_CC_AIRB | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001664_CC_AIRB | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001665_CC_AIRB | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001666_CC_AIRB | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001667_CC_AIRB | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO - NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001668_CC_AIRB | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett - Packard Belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001669_CC_AIRB | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001670_CC_AIRB | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001671_CC_AIRB | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001672_CC_AIRB | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001673_CC_AIRB | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001674_CC_AIRB | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001675_CC_AIRB | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001676_CC_AIRB | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001677_CC_AIRB | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001678_CC_AIRB | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001679_CC_AIRB | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001680_CC_AIRB | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001681_CC_AIRB | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001682_CC_AIRB | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001683_CC_AIRB | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001684_CC_AIRB | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001685_CC_AIRB | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001686_CC_AIRB | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001687_CC_AIRB | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001688_CC_AIRB | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001689_CC_AIRB | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001690_CC_AIRB | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001691_CC_AIRB | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001693_CC_AIRB | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001694_CC_AIRB | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001695_CC_AIRB | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001696_CC_AIRB | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001697_CC_AIRB | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische Rückversicherungs-Gesellschaft AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001698_CC_AIRB | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001699_CC_AIRB | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001700_CC_AIRB | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001701_CC_AIRB | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001702_CC_AIRB | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001703_CC_AIRB | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001704_CC_AIRB | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001705_CC_AIRB | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001706_CC_AIRB | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001707_CC_AIRB | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001708_CC_AIRB | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001709_CC_AIRB | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001710_CC_AIRB | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001711_CC_AIRB | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001712_CC_AIRB | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001713_CC_AIRB | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001714_CC_AIRB | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001715_CC_AIRB | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001716_CC_AIRB | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001717_CC_AIRB | | | | | 45793Z CI Equity | Chile | CL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001718_CC_AIRB | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001719_CC_AIRB | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001720_CC_AIRB | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001721_CC_AIRB | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001722_CC_AIRB | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001723_CC_AIRB | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001724_CC_AIRB | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001725_CC_AIRB | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001726_CC_AIRB | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001727_CC_AIRB | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001728_CC_AIRB | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001729_CC_AIRB | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001730_CC_AIRB | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001731_CC_AIRB | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001732_CC_AIRB | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001733_CC_AIRB | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001734_CC_AIRB | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001735_CC_AIRB | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001736_CC_AIRB | | | | | 3344606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001737_CC_AIRB | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001738_CC_AIRB | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001739_CC_AIRB | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001740_CC_AIRB | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001741_CC_AIRB | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001742_CC_AIRB | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001743_CC_AIRB | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001744_CC_AIRB | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001745_CC_AIRB | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001746_CC_AIRB | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001747_CC_AIRB | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001748_CC_AIRB | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001749_CC_AIRB | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001750_CC_AIRB | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001751_CC_AIRB | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001752_CC_AIRB | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001753_CC_AIRB | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001754_CC_AIRB | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001755_CC_AIRB | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001756_CC_AIRB | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001757_CC_AIRB | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001758_CC_AIRB | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001759_CC_AIRB | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001760_CC_AIRB | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001761_CC_AIRB | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001762_CC_AIRB | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001763_CC_AIRB | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001764_CC_AIRB | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001765_CC_AIRB | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001766_CC_AIRB | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001768_CC_AIRB | | | | | 3352Z US Equity | United States | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001769_CC_AIRB | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001770_CC_AIRB | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001771_CC_AIRB | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach GG_0001772_CC_AIRB | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001773_CC_AIRB | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001774_CC_AIRB | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001775_CC_AIRB | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001776_CC_AIRB | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001777_CC_AIRB | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001778_CC_AIRB | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001779_CC_AIRB | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001780_CC_AIRB | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001781_CC_AIRB | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001782_CC_AIRB | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001783_CC_AIRB | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001784_CC_AIRB | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001785_CC_AIRB | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001786_CC_AIRB | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001787_CC_AIRB | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001788_CC_AIRB | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp.

| US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001789_CC_AIRB | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001790_CC_AIRB | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001791_CC_AIRB | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001792_CC_AIRB | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001794_CC_AIRB | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001795_CC_AIRB | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001796_CC_AIRB | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001797_CC_AIRB | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001798_CC_AIRB | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001799_CC_AIRB | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001800_CC_AIRB | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001801_CC_AIRB | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001802_CC_AIRB | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001803_CC_AIRB | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001804_CC_AIRB | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001805_CC_AIRB | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001806_CC_AIRB | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001807_CC_AIRB | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001808_CC_AIRB | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001809_CC_AIRB | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001810_CC_AIRB | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001811_CC_AIRB | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001812_CC_AIRB | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001813_CC_AIRB | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001814_CC_AIRB | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001815_CC_AIRB | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001816_CC_AIRB | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001817_CC_AIRB | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001818_CC_AIRB | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001819_CC_AIRB | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001820_CC_AIRB | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001821_CC_AIRB | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001823_CC_AIRB | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001824_CC_AIRB | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001825_CC_AIRB | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001826_CC_AIRB | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001827_CC_AIRB | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001828_CC_AIRB | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001829_CC_AIRB | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001830_CC_AIRB | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001831_CC_AIRB | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001832_CC_AIRB | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001833_CC_AIRB | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001834_CC_AIRB | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001836_CC_AIRB | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001837_CC_AIRB | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001838_CC_AIRB | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001839_CC_AIRB | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001840_CC_AIRB | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001841_CC_AIRB | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001842_CC_AIRB | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001843_CC_AIRB | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001845_CC_AIRB | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001846_CC_AIRB | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001847_CC_AIRB | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001848_CC_AIRB | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001849_CC_AIRB | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001850_CC_AIRB | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001851_CC_AIRB | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001852_CC_AIRB | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001853_CC_AIRB | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001854_CC_AIRB | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001856_CC_AIRB | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001857_CC_AIRB | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001858_CC_AIRB | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001859_CC_AIRB | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001860_CC_AIRB | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001861_CC_AIRB | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001863_CC_AIRB | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001864_CC_AIRB | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001865_CC_AIRB | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001866_CC_AIRB | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001867_CC_AIRB | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001868_CC_AIRB | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001869_CC_AIRB | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001870_CC_AIRB | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001871_CC_AIRB | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001872_CC_AIRB | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001873_CC_AIRB | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001874_CC_AIRB | BFM8T61CT2L1QCEMIK50 | | | | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001875_CC_AIRB | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001876_CC_AIRB | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd. | SG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001877_CC_AIRB | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001878_CC_AIRB | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001879_CC_AIRB | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001880_CC_AIRB | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001881_CC_AIRB | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001882_CC_AIRB | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001883_CC_AIRB | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001884_CC_AIRB | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001885_CC_AIRB | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001886_CC_AIRB | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001887_CC_AIRB | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001888_CC_AIRB | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001889_CC_AIRB | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001890_CC_AIRB | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001891_CC_AIRB | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001892_CC_AIRB | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001893_CC_AIRB | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001894_CC_AIRB | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001895_CC_AIRB | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001896_CC_AIRB | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001897_CC_AIRB | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001898_CC_AIRB | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001899_CC_AIRB | QP3XKRKS0CX2T3O07L95 | | 02857033 | | | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001900_CC_AIRB | 549300ZT0RVWCG8T4L55 | | 03196171 | | | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001901_CC_AIRB | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | | RBC EUROPE | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001902_CC_AIRB | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001903_CC_AIRB | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001904_CC_AIRB | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001905_CC_AIRB | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001906_CC_AIRB | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001907_CC_AIRB | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001908_CC_AIRB | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001909_CC_AIRB | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A.

| LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001910_CC_AIRB | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001911_CC_AIRB | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001912_CC_AIRB | G8ZTNESVNKW4NN761W05 | | KvK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001913_CC_AIRB | X3CZP3CK64YBHON1LE12 | | KvK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001914_CC_AIRB | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001915_CC_AIRB | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001916_CC_AIRB | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001917_CC_AIRB | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001918_CC_AIRB | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001919_CC_AIRB | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001920_CC_AIRB | 7H6GLXDRUGQFU57RNE97 | | KvK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001921_CC_AIRB | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001922_CT_FIRB | SI5RG2M0WQQLZCXKRM20 | | | ES0113860A34 | SAB SM EQUITY | Sabadell | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001922_CT_AIRB | SI5RG2M0WQQLZCXKRM20 | | | ES0113860A34 | SAB SM EQUITY | Sabadell | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001922_CR_FIRB | SI5RG2M0WQQLZCXKRM20 | | | ES0113860A34 | SAB SM EQUITY | Sabadell | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001922_CR_AIRB | SI5RG2M0WQQLZCXKRM20 | | | ES0113860A34 | SAB SM EQUITY | Sabadell | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001922_CC_FIRB | SI5RG2M0WQQLZCXKRM20 | | | ES0113860A34 | SAB SM EQUITY | Sabadell | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001922_CC_AIRB | SI5RG2M0WQQLZCXKRM20 | | | ES0113860A34 | SAB SM EQUITY | Sabadell | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001709_CT_FIRB | 969500XCSBJ69XGNZ328 | | | | | SEMYRHAMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001710_CT_FIRB | 969500FJUGIPLYLEEC76 | | | | | ARTEMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001711_CT_FIRB | 9695008MET09TEOXJ173 | | | | | COMPAGNIE DE CORNOUAILLE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001712_CT_FIRB | 969500CVFTUT88V8QN95 | | | | | DASSAULT AVIATION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001713_CT_FIRB | 969500LEKCHH6VV86P94 | | | | | BOLLORE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001714_CT_FIRB | 969500UX71LCE8MAY492 | | | | | ELIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001715_CT_FIRB | 969500519GPPQNAMTH05 | | | | | B S A FINANCES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001716_CT_FIRB | 969500W55UQUHWOSRB80 | | | | | EUROSIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001717_CT_FIRB | 969500LHIH3NT7PK1V89 | | | | | ORPEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001718_CT_FIRB | 969500OGZDTIIRLRQU17 | | | | | BOUYGUES IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001719_CT_FIRB | 969500SWRDP1AYZYDX76 | | | | | SCDM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001720_CT_FIRB | 9695007Q9M1S87XUJV47 | | | | | BOUYGUES TELECOM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001721_CT_FIRB | 9695001VLC2KYXX0DW73 | | | | | COMPAGNIE PLASTIC OMNIUM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001722_CT_FIRB | 549300JQIZM6CL7POC81 | | | | | SUEZ | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001723_CT_FIRB | 969500IKZVNVMKPAY661 | | | | | RUBIS ENERGIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001724_CT_FIRB | 969500PWCKUA6QNO8Y23 | | | | | MOTIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001725_CT_FIRB | 5493001EZOOA66PTBR68 | | | | | ATOS SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001726_CT_FIRB | 969500WQFC6OAQYG7E65 | | | | | TELEVISION FRANCAISE 1 | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001727_CT_FIRB | 9695007JOO3V2B0GMP47 | | | | | DECATHLON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001728_CT_FIRB | 96950065LBWY0APQIM86 | | | | | DASSAULT SYSTEMES SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001729_CT_FIRB | 969500OQXKE5WDM9M994 | | | | | EIFFAGE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001730_CT_FIRB | 969500R1521NUCTKXK79 | | | | | FONCIERE DE PARIS SIIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001731_CT_FIRB | 969500IL7U7UEI5ZYJ34 | | | | | BOUYGUES CONSTRUCTION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001732_CT_FIRB | 969500Q3PFE0726VMU34 | | | | | EIFFARIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001733_CT_FIRB | 969500C656AA39O94N60 | | | | | EURAZEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001734_CT_FIRB | 969500ICGCY1PD6OT783 | | | | | ALTAREA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001735_CT_FIRB | 969500EGYS5J8YJ6P956 | | | | | HAVAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001736_CT_FIRB | 96950002Y0OVJGF76078 | | | | | GROUPE KEOLIS SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001737_CT_FIRB | 969500SXUPEA7RX9OA51 | | | | | FONCIERE EURIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001738_CT_FIRB | 969500LNLEL8KFXS7U25 | | | | | NEXITY LOGEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001739_CT_FIRB | 969500BRQONOTJS0UN50 | | | | | ANF IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001740_CT_FIRB | 96950089H376W9LB3649 | | | | | RUBIS TERMINAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001741_CT_FIRB | 9695005PEG4IL375U849 | | | | | FINANCIERE DE L ODET | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001742_CT_FIRB | 9695006S0DLX9E1R1142 | | | | | TECHNIP FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001743_CT_FIRB | 969500P1T9REJ2Y8HS19 | | | | | LISEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001744_CT_FIRB | 96950089OR2LOR1SM021 | | | | | GROUPE ARNAULT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001745_CT_FIRB | 549300TPMBM6S3XOIF71 | | | | | GROUPE ADEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001746_CT_FIRB | 969500HXH031HJIFGL63 | | | | | PEUGEOT CITROEN AUTOMOBILES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001747_CT_FIRB | 969500N2QX5LGFFZ0I67 | | | | | FONCIERE DES MURS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001748_CT_FIRB | 529900FWTU88V844B672 | | | | | TOTAL TREASURY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001749_CT_FIRB | 969500WEPS61H6TJM037 | | | | | KORIAN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001750_CT_FIRB | 969500S7Q366PZ8ZJS72 | | | | | IPSEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001751_CT_FIRB | 969500QQ1X5XHG649644 | | | | | VIRBAC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001752_CT_FIRB | 969500T0V37NV3M8PR58 | | | | | ALTRAN TECHNOLOGIES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001753_CT_FIRB | 969500TPU5T3HA5D1F11 | | | | | BUREAU VERITAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001754_CT_FIRB | 9695004GI61FHFFNRG61 | | | | | TELEPERFORMANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001755_CT_FIRB | 549300AK8Y0LBIQ4T071 | | | | | BIOMERIEUX | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001756_CT_FIRB | 969500C1KK5OLNWK1S69 | | | | | INGENICO GROUP | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001757_CT_FIRB | 969500UU4O58BR802Y55 | | | | | LISI | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001758_CT_FIRB | 969500UR00DF63I0VH67 | | | | | BIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001759_CT_FIRB | | | | FR0013269123 | | RUBIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001760_CT_FIRB | | | | FR0000071946 | | ALTEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001761_CT_FIRB | 9695005MEI7OUPU2TR60 | | | FR0010918292 | | TECHNICOLOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001762_CT_FIRB | 9695007ZEQ7M0OE74G82 | | | | | EUROTUNNEL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001763_CT_FIRB | 9695000UMPNY21KKDO98 | | | | | BOIRON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001764_CT_FIRB | | | | FR0000052292 | | HERMES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001765_CT_FIRB | 969500M1XNLOXJ9HOI75 | | | | | COMPAGNIE FINANCIERE DE BOURBON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001766_CT_FIRB | 969500D830K8WFLKFS83 | | | | | SOMFY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001767_CT_FIRB | 96950018NOMJX5XRH047 | | | | | METROPOLE TV | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001923_CT_FIRB | 969500GVS02SJYG9S632 | | | | | CARREFOUR BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001924_CT_FIRB | 96950001WI712W7PQG45 | | | | | RCI BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach IN_0001925_CT_FIRB | 969500E07BR6468F5910 | | | | | ONEY BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001709_CT_AIRB | 969500XCSBJ69XGNZ328 | | | | | SEMYRHAMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001710_CT_AIRB | 969500FJUGIPLYLEEC76 | | | | | ARTEMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001711_CT_AIRB | 9695008MET09TEOXJ173 | | | | | COMPAGNIE DE CORNOUAILLE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001712_CT_AIRB | 969500CVFTUT88V8QN95 | | | | | DASSAULT AVIATION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001713_CT_AIRB | 969500LEKCHH6VV86P94 | | | | | BOLLORE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001714_CT_AIRB | 969500UX71LCE8MAY492 | | | | | ELIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001715_CT_AIRB | 969500519GPPQNAMTH05 | | | | | B S A FINANCES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001716_CT_AIRB | 969500W55UQUHWOSRB80 | | | | | EUROSIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001717_CT_AIRB | 969500LHIH3NT7PK1V89 | | | | | ORPEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001718_CT_AIRB | 969500OGZDTIIRLRQU17 | | | | | BOUYGUES IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001719_CT_AIRB | 969500SWRDP1AYZYDX76 | | | | | SCDM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001720_CT_AIRB | 9695007Q9M1S87XUJV47 | | | | | BOUYGUES TELECOM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001721_CT_AIRB | 9695001VLC2KYXX0DW73 | | | | | COMPAGNIE PLASTIC OMNIUM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001722_CT_AIRB | 549300JQIZM6CL7POC81 | | | | | SUEZ | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001723_CT_AIRB | 969500IKZVNVMKPAY661 | | | | | RUBIS ENERGIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001724_CT_AIRB | 969500PWCKUA6QNO8Y23 | | | | | MOTIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001725_CT_AIRB | 5493001EZOOA66PTBR68 | | | | | ATOS SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001726_CT_AIRB | 969500WQFC6OAQYG7E65 | | | | | TELEVISION FRANCAISE 1 | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001727_CT_AIRB | 9695007JOO3V2B0GMP47 | | | | | DECATHLON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001728_CT_AIRB | 96950065LBWY0APQIM86 | | | | | DASSAULT SYSTEMES SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001729_CT_AIRB | 969500OQXKE5WDM9M994 | | | | | EIFFAGE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001730_CT_AIRB | 969500R1521NUCTKXK79 | | | | | FONCIERE DE PARIS SIIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001731_CT_AIRB | 969500IL7U7UEI5ZYJ34 | | | | | BOUYGUES CONSTRUCTION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001732_CT_AIRB | 969500Q3PFE0726VMU34 | | | | | EIFFARIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001733_CT_AIRB | 969500C656AA39O94N60 | | | | | EURAZEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001734_CT_AIRB | 969500ICGCY1PD6OT783 | | | | | ALTAREA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001735_CT_AIRB | 969500EGYS5J8YJ6P956 | | | | | HAVAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001736_CT_AIRB | 96950002Y0OVJGF76078 | | | | | GROUPE KEOLIS SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001737_CT_AIRB | 969500SXUPEA7RX9OA51 | | | | | FONCIERE EURIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001738_CT_AIRB | 969500LNLEL8KFXS7U25 | | | | | NEXITY LOGEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001739_CT_AIRB | 969500BRQONOTJS0UN50 | | | | | ANF IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001740_CT_AIRB | 96950089H376W9LB3649 | | | | | RUBIS TERMINAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001741_CT_AIRB | 9695005PEG4IL375U849 | | | | | FINANCIERE DE L ODET | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001742_CT_AIRB | 9695006S0DLX9E1R1142 | | | | | TECHNIP FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001743_CT_AIRB | 969500P1T9REJ2Y8HS19 | | | | | LISEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001744_CT_AIRB | 96950089OR2LOR1SM021 | | | | | GROUPE ARNAULT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001745_CT_AIRB | 549300TPMBM6S3XOIF71 | | | | | GROUPE ADEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001746_CT_AIRB | 969500HXH031HJIFGL63 | | | | | PEUGEOT CITROEN AUTOMOBILES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001747_CT_AIRB | 969500N2QX5LGFFZ0I67 | | | | | FONCIERE DES MURS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001748_CT_AIRB | 529900FWTU88V844B672 | | | | | TOTAL TREASURY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001749_CT_AIRB | 969500WEPS61H6TJM037 | | | | | KORIAN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001750_CT_AIRB | 969500S7Q366PZ8ZJS72 | | | | | IPSEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001751_CT_AIRB | 969500QQ1X5XHG649644 | | | | | VIRBAC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001752_CT_AIRB | 969500T0V37NV3M8PR58 | | | | | ALTRAN TECHNOLOGIES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001753_CT_AIRB | 969500TPU5T3HA5D1F11 | | | | | BUREAU VERITAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001754_CT_AIRB | 9695004GI61FHFFNRG61 | | | | | TELEPERFORMANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001755_CT_AIRB | 549300AK8Y0LBIQ4T071 | | | | | BIOMERIEUX | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001756_CT_AIRB | 969500C1KK5OLNWK1S69 | | | | | INGENICO GROUP | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001757_CT_AIRB | 969500UU4O58BR802Y55 | | | | | LISI | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001758_CT_AIRB | 969500UR00DF63I0VH67 | | | | | BIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001759_CT_AIRB | | | | FR0013269123 | | RUBIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001760_CT_AIRB | | | | FR0000071946 | | ALTEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001761_CT_AIRB | 9695005MEI7OUPU2TR60 | | | FR0010918292 | | TECHNICOLOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001762_CT_AIRB | 9695007ZEQ7M0OE74G82 | | | | | EUROTUNNEL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001763_CT_AIRB | 9695000UMPNY21KKDO98 | | | | | BOIRON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001764_CT_AIRB | | | | FR0000052292 | | HERMES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001765_CT_AIRB | 969500M1XNLOXJ9HOI75 | | | | | COMPAGNIE FINANCIERE DE BOURBON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001766_CT_AIRB | 969500D830K8WFLKFS83 | | | | | SOMFY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001767_CT_AIRB | 96950018NOMJX5XRH047 | | | | | METROPOLE TV | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001709_CC_FIRB | 969500XCSBJ69XGNZ328 | | | | | SEMYRHAMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001710_CC_FIRB | 969500FJUGIPLYLEEC76 | | | | | ARTEMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001711_CC_FIRB | 9695008MET09TEOXJ173 | | | | | COMPAGNIE DE CORNOUAILLE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001712_CC_FIRB | 969500CVFTUT88V8QN95 | | | | | DASSAULT AVIATION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001713_CC_FIRB | 969500LEKCHH6VV86P94 | | | | | BOLLORE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001714_CC_FIRB | 969500UX71LCE8MAY492 | | | | | ELIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001715_CC_FIRB | 969500519GPPQNAMTH05 | | | | | B S A FINANCES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001716_CC_FIRB | 969500W55UQUHWOSRB80 | | | | | EUROSIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001717_CC_FIRB | 969500LHIH3NT7PK1V89 | | | | | ORPEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001718_CC_FIRB | 969500OGZDTIIRLRQU17 | | | | | BOUYGUES IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001719_CC_FIRB | 969500SWRDP1AYZYDX76 | | | | | SCDM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001720_CC_FIRB | 9695007Q9M1S87XUJV47 | | | | | BOUYGUES TELECOM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001721_CC_FIRB | 9695001VLC2KYXX0DW73 | | | | | COMPAGNIE PLASTIC OMNIUM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001722_CC_FIRB | 549300JQIZM6CL7POC81 | | | | | SUEZ | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001723_CC_FIRB | 969500IKZVNVMKPAY661 | | | | | RUBIS ENERGIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001724_CC_FIRB | 969500PWCKUA6QNO8Y23 | | | | | MOTIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001725_CC_FIRB | 5493001EZOOA66PTBR68 | | | | | ATOS SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001726_CC_FIRB | 969500WQFC6OAQYG7E65 | | | | | TELEVISION FRANCAISE 1 | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001727_CC_FIRB | 9695007JOO3V2B0GMP47 | | | | | DECATHLON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001728_CC_FIRB | 96950065LBWY0APQIM86 | | | | | DASSAULT SYSTEMES SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001729_CC_FIRB | 969500OQXKE5WDM9M994 | | | | | EIFFAGE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001730_CC_FIRB | 969500R1521NUCTKXK79 | | | | | FONCIERE DE PARIS SIIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001731_CC_FIRB | 969500IL7U7UEI5ZYJ34 | | | | | BOUYGUES CONSTRUCTION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001732_CC_FIRB | 969500Q3PFE0726VMU34 | | | | | EIFFARIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001733_CC_FIRB | 969500C656AA39O94N60 | | | | | EURAZEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001734_CC_FIRB | 969500ICGCY1PD6OT783 | | | | | ALTAREA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001735_CC_FIRB | 969500EGYS5J8YJ6P956 | | | | | HAVAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001736_CC_FIRB | 96950002Y0OVJGF76078 | | | | | GROUPE KEOLIS SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001737_CC_FIRB | 969500SXUPEA7RX9OA51 | | | | | FONCIERE EURIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001738_CC_FIRB | 969500LNLEL8KFXS7U25 | | | | | NEXITY LOGEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001739_CC_FIRB | 969500BRQONOTJS0UN50 | | | | | ANF IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001740_CC_FIRB | 96950089H376W9LB3649 | | | | | RUBIS TERMINAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001741_CC_FIRB | 9695005PEG4IL375U849 | | | | | FINANCIERE DE L ODET | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001742_CC_FIRB | 9695006S0DLX9E1R1142 | | | | | TECHNIP FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001743_CC_FIRB | 969500P1T9REJ2Y8HS19 | | | | | LISEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001744_CC_FIRB | 96950089OR2LOR1SM021 | | | | | GROUPE ARNAULT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001745_CC_FIRB | 549300TPMBM6S3XOIF71 | | | | | GROUPE ADEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001746_CC_FIRB | 969500HXH031HJIFGL63 | | | | | PEUGEOT CITROEN AUTOMOBILES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001747_CC_FIRB | 969500N2QX5LGFFZ0I67 | | | | | FONCIERE DES MURS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001748_CC_FIRB | 529900FWTU88V844B672 | | | | | TOTAL TREASURY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001749_CC_FIRB | 969500WEPS61H6TJM037 | | | | | KORIAN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001750_CC_FIRB | 969500S7Q366PZ8ZJS72 | | | | | IPSEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001751_CC_FIRB | 969500QQ1X5XHG649644 | | | | | VIRBAC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001752_CC_FIRB | 969500T0V37NV3M8PR58 | | | | | ALTRAN TECHNOLOGIES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001753_CC_FIRB | 969500TPU5T3HA5D1F11 | | | | | BUREAU VERITAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001754_CC_FIRB | 9695004GI61FHFFNRG61 | | | | | TELEPERFORMANCE | FR | Large corporate sample | Non-financial

corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001755_CC_FIRB | 549300AK8Y0LBIQ4T071 | | | | | BIOMERIEUX | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001756_CC_FIRB | 969500C1KK5OLNWK1S69 | | | | | INGENICO GROUP | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001757_CC_FIRB | 969500UU4O58BR802Y55 | | | | | LISI | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001758_CC_FIRB | 969500UR00DF63I0VH67 | | | | | BIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001759_CC_FIRB | | | | FR0013269123 | | RUBIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001760_CC_FIRB | | | | FR0000071946 | | ALTEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001761_CC_FIRB | 9695005MEI7OUPU2TR60 | | | FR0010918292 | | TECHNICOLOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001762_CC_FIRB | 9695007ZEQ7M0OE74G82 | | | | | EUROTUNNEL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001763_CC_FIRB | 9695000UMPNY21KKDO98 | | | | | BOIRON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001764_CC_FIRB | | | | FR0000052292 | | HERMES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001765_CC_FIRB | 969500M1XNLOXJ9HOI75 | | | | | COMPAGNIE FINANCIERE DE BOURBON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001766_CC_FIRB | 969500D830K8WFLKFS83 | | | | | SOMFY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001767_CC_FIRB | 96950018NOMJX5XRH047 | | | | | METROPOLE TV | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001709_CC_AIRB | 969500XCSBJ69XGNZ328 | | | | | SEMYRHAMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001710_CC_AIRB | 969500FJUGIPLYLEEC76 | | | | | ARTEMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001711_CC_AIRB | 9695008MET09TEOXJ173 | | | | | COMPAGNIE DE CORNOUAILLE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001712_CC_AIRB | 969500CVFTUT88V8QN95 | | | | | DASSAULT AVIATION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001713_CC_AIRB | 969500LEKCHH6VV86P94 | | | | | BOLLORE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001714_CC_AIRB | 969500UX71LCE8MAY492 | | | | | ELIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001715_CC_AIRB | 969500519GPPQNAMTH05 | | | | | B S A FINANCES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001716_CC_AIRB | 969500W55UQUHWOSRB80 | | | | | EUROSIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001717_CC_AIRB | 969500LHIH3NT7PK1V89 | | | | | ORPEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001718_CC_AIRB | 969500OGZDTIIRLRQU17 | | | | | BOUYGUES IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001719_CC_AIRB | 969500SWRDP1AYZYDX76 | | | | | SCDM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001720_CC_AIRB | 9695007Q9M1S87XUJV47 | | | | | BOUYGUES TELECOM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001721_CC_AIRB | 9695001VLC2KYXX0DW73 | | | | | COMPAGNIE PLASTIC OMNIUM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001722_CC_AIRB | 549300JQIZM6CL7POC81 | | | | | SUEZ | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001723_CC_AIRB | 969500IKZVNVMKPAY661 | | | | | RUBIS ENERGIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001724_CC_AIRB | 969500PWCKUA6QNO8Y23 | | | | | MOTIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001725_CC_AIRB | 5493001EZOOA66PTBR68 | | | | | ATOS SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001726_CC_AIRB | 969500WQFC6OAQYG7E65 | | | | | TELEVISION FRANCAISE 1 | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001727_CC_AIRB | 9695007JOO3V2B0GMP47 | | | | | DECATHLON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001728_CC_AIRB | 96950065LBWY0APQIM86 | | | | | DASSAULT SYSTEMES SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001729_CC_AIRB | 969500OQXKE5WDM9M994 | | | | | EIFFAGE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001730_CC_AIRB | 969500R1521NUCTKXK79 | | | | | FONCIERE DE PARIS SIIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001731_CC_AIRB | 969500IL7U7UEI5ZYJ34 | | | | | BOUYGUES CONSTRUCTION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001732_CC_AIRB | 969500Q3PFE0726VMU34 | | | | | EIFFARIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001733_CC_AIRB | 969500C656AA39O94N60 | | | | | EURAZEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001734_CC_AIRB | 969500ICGCY1PD6OT783 | | | | | ALTAREA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001735_CC_AIRB | 969500EGYS5J8YJ6P956 | | | | | HAVAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001736_CC_AIRB | 96950002Y0OVJGF76078 | | | | | GROUPE KEOLIS SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001737_CC_AIRB | 969500SXUPEA7RX9OA51 | | | | | FONCIERE EURIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001738_CC_AIRB | 969500LNLEL8KFXS7U25 | | | | | NEXITY LOGEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001739_CC_AIRB | 969500BRQONOTJS0UN50 | | | | | ANF IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001740_CC_AIRB | 96950089H376W9LB3649 | | | | | RUBIS TERMINAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001741_CC_AIRB | 9695005PEG4IL375U849 | | | | | FINANCIERE DE L ODET | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001742_CC_AIRB | 9695006S0DLX9E1R1142 | | | | | TECHNIP FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001743_CC_AIRB | 969500P1T9REJ2Y8HS19 | | | | | LISEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001744_CC_AIRB | 96950089OR2LOR1SM021 | | | | | GROUPE ARNAULT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001745_CC_AIRB | 549300TPMBM6S3XOIF71 | | | | | GROUPE ADEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001746_CC_AIRB | 969500HXH031HJIFGL63 | | | | | PEUGEOT CITROEN AUTOMOBILES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001747_CC_AIRB | 969500N2QX5LGFFZ0I67 | | | | | FONCIERE DES MURS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001748_CC_AIRB | 529900FWTU88V844B672 | | | | | TOTAL TREASURY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001749_CC_AIRB | 969500WEPS61H6TJM037 | | | | | KORIAN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001750_CC_AIRB | 969500S7Q366PZ8ZJS72 | | | | | IPSEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001751_CC_AIRB | 969500QQ1X5XHG649644 | | | | | VIRBAC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001752_CC_AIRB | 969500T0V37NV3M8PR58 | | | | | ALTRAN TECHNOLOGIES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001753_CC_AIRB | 969500TPU5T3HA5D1F11 | | | | | BUREAU VERITAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001754_CC_AIRB | 9695004GI61FHFFNRG61 | | | | | TELEPERFORMANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001755_CC_AIRB | 549300AK8Y0LBIQ4T071 | | | | | BIOMERIEUX | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001756_CC_AIRB | 969500C1KK5OLNWK1S69 | | | | | INGENICO GROUP | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001757_CC_AIRB | 969500UU4O58BR802Y55 | | | | | LISI | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001758_CC_AIRB | 969500UR00DF63I0VH67 | | | | | BIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001759_CC_AIRB | | | | FR0013269123 | | RUBIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001760_CC_AIRB | | | | FR0000071946 | | ALTEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001761_CC_AIRB | 9695005MEI7OUPU2TR60 | | | FR0010918292 | | TECHNICOLOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001762_CC_AIRB | 9695007ZEQ7M0OE74G82 | | | | | EUROTUNNEL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001763_CC_AIRB | 9695000UMPNY21KKDO98 | | | | | BOIRON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001764_CC_AIRB | | | | FR0000052292 | | HERMES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001765_CC_AIRB | 969500M1XNLOXJ9HOI75 | | | | | COMPAGNIE FINANCIERE DE BOURBON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001766_CC_AIRB | 969500D830K8WFLKFS83 | | | | | SOMFY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001767_CC_AIRB | 96950018NOMJX5XRH047 | | | | | METROPOLE TV | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001709_CR_FIRB | 969500XCSBJ69XGNZ328 | | | | | SEMYRHAMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001710_CR_FIRB | 969500FJUGIPLYLEEC76 | | | | | ARTEMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001711_CR_FIRB | 9695008MET09TEOXJ173 | | | | | COMPAGNIE DE CORNOUAILLE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001712_CR_FIRB | 969500CVFTUT88V8QN95 | | | | | DASSAULT AVIATION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001713_CR_FIRB | 969500LEKCHH6VV86P94 | | | | | BOLLORE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001714_CR_FIRB | 969500UX71LCE8MAY492 | | | | | ELIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001715_CR_FIRB | 969500519GPPQNAMTH05 | | | | | B S A FINANCES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001716_CR_FIRB | 969500W55UQUHWOSRB80 | | | | | EUROSIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001717_CR_FIRB | 969500LHIH3NT7PK1V89 | | | | | ORPEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001718_CR_FIRB | 969500OGZDTIIRLRQU17 | | | | | BOUYGUES IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001719_CR_FIRB | 969500SWRDP1AYZYDX76 | | | | | SCDM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001720_CR_FIRB | 9695007Q9M1S87XUJV47 | | | | | BOUYGUES TELECOM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001721_CR_FIRB | 9695001VLC2KYXX0DW73 | | | | | COMPAGNIE PLASTIC OMNIUM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001722_CR_FIRB | 549300JQIZM6CL7POC81 | | | | | SUEZ | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001723_CR_FIRB | 969500IKZVNVMKPAY661 | | | | | RUBIS ENERGIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001724_CR_FIRB | 969500PWCKUA6QNO8Y23 | | | | | MOTIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001725_CR_FIRB | 5493001EZOOA66PTBR68 | | | | | ATOS SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001726_CR_FIRB | 969500WQFC6OAQYG7E65 | | | | | TELEVISION FRANCAISE 1 | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001727_CR_FIRB | 9695007JOO3V2B0GMP47 | | | | | DECATHLON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001728_CR_FIRB | 96950065LBWY0APQIM86 | | | | | DASSAULT SYSTEMES SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001729_CR_FIRB | 969500OQXKE5WDM9M994 | | | | | EIFFAGE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001730_CR_FIRB | 969500R1521NUCTKXK79 | | | | | FONCIERE DE PARIS SIIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001731_CR_FIRB | 969500IL7U7UEI5ZYJ34 | | | | | BOUYGUES CONSTRUCTION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001732_CR_FIRB | 969500Q3PFE0726VMU34 | | | | | EIFFARIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001733_CR_FIRB | 969500C656AA39O94N60 | | | | | EURAZEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001734_CR_FIRB | 969500ICGCY1PD6OT783 | | | | | ALTAREA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001735_CR_FIRB | 969500EGYS5J8YJ6P956 | | | | | HAVAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001736_CR_FIRB | 96950002Y0OVJGF76078 | | | | | GROUPE KEOLIS SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001737_CR_FIRB | 969500SXUPEA7RX9OA51 | | | | | FONCIERE EURIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001738_CR_FIRB | 969500LNLEL8KFXS7U25 | | | | | NEXITY LOGEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001739_CR_FIRB | 969500BRQONOTJS0UN50 | | | | | ANF IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001740_CR_FIRB | 96950089H376W9LB3649 | | | | | RUBIS TERMINAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001741_CR_FIRB | 9695005PEG4IL375U849 | | | | | FINANCIERE DE L ODET | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001742_CR_FIRB | 9695006S0DLX9E1R1142 | | | | | TECHNIP FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001743_CR_FIRB | 969500P1T9REJ2Y8HS19 | | | | | LISEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001744_CR_FIRB | 96950089OR2LOR1SM021 | | | | | GROUPE ARNAULT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001745_CR_FIRB | 549300TPMBM6S3XOIF71 | | | | | GROUPE ADEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001746_CR_FIRB | 969500HXH031HJIFGL63 | | | | | PEUGEOT CITROEN AUTOMOBILES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001747_CR_FIRB | 969500N2QX5LGFFZ0I67 | | | | | FONCIERE DES MURS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001748_CR_FIRB | 529900FWTU88V844B672 | | | | | TOTAL TREASURY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001749_CR_FIRB | 969500WEPS61H6TJM037 | | | | | KORIAN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001750_CR_FIRB | 969500S7Q366PZ8ZJS72 | | | | | IPSEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001751_CR_FIRB | 969500QQ1X5XHG649644 | | | | | VIRBAC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001752_CR_FIRB | 969500T0V37NV3M8PR58 | | | | | ALTRAN TECHNOLOGIES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001753_CR_FIRB | 969500TPU5T3HA5D1F11 | | | | | BUREAU VERITAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001754_CR_FIRB | 9695004GI61FHFFNRG61 | | | | | TELEPERFORMANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001755_CR_FIRB | 549300AK8Y0LBIQ4T071 | | | | | BIOMERIEUX | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001756_CR_FIRB | 969500C1KK5OLNWK1S69 | | | | | INGENICO GROUP | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001757_CR_FIRB | 969500UU4O58BR802Y55 | | | | | LISI | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001758_CR_FIRB | 969500UR00DF63I0VH67 | | | | | BIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001759_CR_FIRB | | | | FR0013269123 | | RUBIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001760_CR_FIRB | | | | FR0000071946 | | ALTEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001761_CR_FIRB | 9695005MEI7OUPU2TR60 | | | FR0010918292 | | TECHNICOLOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001762_CR_FIRB | 9695007ZEQ7M0OE74G82 | | | | | EUROTUNNEL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001763_CR_FIRB | 9695000UMPNY21KKDO98 | | | | | BOIRON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001764_CR_FIRB | | | | FR0000052292 | | HERMES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001765_CR_FIRB | 969500M1XNLOXJ9HOI75 | | | | | COMPAGNIE FINANCIERE DE BOURBON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001766_CR_FIRB | 969500D830K8WFLKFS83 | | | | | SOMFY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001767_CR_FIRB | 96950018NOMJX5XRH047 | | | | | METROPOLE TV | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001709_CR_AIRB | 969500XCSBJ69XGNZ328 | | | | | SEMYRHAMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001710_CR_AIRB | 969500FJUGIPLYLEEC76 | | | | | ARTEMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001711_CR_AIRB | 9695008MET09TEOXJ173 | | | | | COMPAGNIE DE CORNOUAILLE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001712_CR_AIRB | 969500CVFTUT88V8QN95 | | | | | DASSAULT AVIATION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001713_CR_AIRB | 969500LEKCHH6VV86P94 | | | | | BOLLORE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001714_CR_AIRB | 969500UX71LCE8MAY492 | | | | | ELIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001715_CR_AIRB | 969500519GPPQNAMTH05 | | | | | B S A FINANCES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001716_CR_AIRB | 969500W55UQUHWOSRB80 | | | | | EUROSIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001717_CR_AIRB | 969500LHIH3NT7PK1V89 | | | | | ORPEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001718_CR_AIRB | 969500OGZDTIIRLRQU17 | | | | | BOUYGUES IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001719_CR_AIRB | 969500SWRDP1AYZYDX76 | | | | | SCDM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001720_CR_AIRB | 9695007Q9M1S87XUJV47 | | | | | BOUYGUES TELECOM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001721_CR_AIRB | 9695001VLC2KYXX0DW73 | | | | | COMPAGNIE PLASTIC OMNIUM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001722_CR_AIRB | 549300JQIZM6CL7POC81 | | | | | SUEZ | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001723_CR_AIRB | 969500IKZVNVMKPAY661 | | | | | RUBIS ENERGIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001724_CR_AIRB | 969500PWCKUA6QNO8Y23 | | | | | MOTIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001725_CR_AIRB | 5493001EZOOA66PTBR68 | | | | | ATOS SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001726_CR_AIRB | 969500WQFC6OAQYG7E65 | | | | | TELEVISION FRANCAISE 1 | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001727_CR_AIRB | 9695007JOO3V2B0GMP47 | | | | | DECATHLON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001728_CR_AIRB | 96950065LBWY0APQIM86 | | | | | DASSAULT SYSTEMES SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001729_CR_AIRB | 969500OQXKE5WDM9M994 | | | | | EIFFAGE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001730_CR_AIRB | 969500R1521NUCTKXK79 | | | | | FONCIERE DE PARIS SIIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001731_CR_AIRB | 969500IL7U7UEI5ZYJ34 | | | | | BOUYGUES CONSTRUCTION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001732_CR_AIRB | 969500Q3PFE0726VMU34 | | | | | EIFFARIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001733_CR_AIRB | 969500C656AA39O94N60 | | | | | EURAZEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001734_CR_AIRB | 969500ICGCY1PD6OT783 | | | | | ALTAREA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001735_CR_AIRB | 969500EGYS5J8YJ6P956 | | | | | HAVAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001736_CR_AIRB | 96950002Y0OVJGF76078 | | | | | GROUPE KEOLIS SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001737_CR_AIRB | 969500SXUPEA7RX9OA51 | | | | | FONCIERE EURIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001738_CR_AIRB | 969500LNLEL8KFXS7U25 | | | | | NEXITY LOGEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001739_CR_AIRB | 969500BRQONOTJS0UN50 | | | | | ANF IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001740_CR_AIRB | 96950089H376W9LB3649 | | | | | RUBIS TERMINAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001741_CR_AIRB | 9695005PEG4IL375U849 | | | | | FINANCIERE DE L ODET | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001742_CR_AIRB | 9695006S0DLX9E1R1142 | | | | | TECHNIP FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001743_CR_AIRB | 969500P1T9REJ2Y8HS19 | | | | | LISEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001744_CR_AIRB | 96950089OR2LOR1SM021 | | | | | GROUPE ARNAULT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001745_CR_AIRB | 549300TPMBM6S3XOIF71 | | | | | GROUPE ADEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001746_CR_AIRB | 969500HXH031HJIFGL63 | | | | | PEUGEOT CITROEN AUTOMOBILES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001747_CR_AIRB | 969500N2QX5LGFFZ0I67 | | | | | FONCIERE DES MURS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001748_CR_AIRB | 529900FWTU88V844B672 | | | | | TOTAL TREASURY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001749_CR_AIRB | 969500WEPS61H6TJM037 | | | | | KORIAN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001750_CR_AIRB | 969500S7Q366PZ8ZJS72 | | | | | IPSEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001751_CR_AIRB | 969500QQ1X5XHG649644 | | | | | VIRBAC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001752_CR_AIRB | 969500T0V37NV3M8PR58 | | | | | ALTRAN TECHNOLOGIES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001753_CR_AIRB | 969500TPU5T3HA5D1F11 | | | | | BUREAU VERITAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001754_CR_AIRB | 9695004GI61FHFFNRG61 | | | | | TELEPERFORMANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001755_CR_AIRB | 549300AK8Y0LBIQ4T071 | | | | | BIOMERIEUX | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001756_CR_AIRB | 969500C1KK5OLNWK1S69 | | | | | INGENICO GROUP | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001757_CR_AIRB | 969500UU4O58BR802Y55 | | | | | LISI | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001758_CR_AIRB | 969500UR00DF63I0VH67 | | | | | BIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001759_CR_AIRB | | | | FR0013269123 | | RUBIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001760_CR_AIRB | | | | FR0000071946 | | ALTEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001761_CR_AIRB | 9695005MEI7OUPU2TR60 | | | FR0010918292 | | TECHNICOLOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001762_CR_AIRB | 9695007ZEQ7M0OE74G82 | | | | | EUROTUNNEL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001763_CR_AIRB | 9695000UMPNY21KKDO98 | | | | | BOIRON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001764_CR_AIRB | | | | FR0000052292 | | HERMES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001765_CR_AIRB | 969500M1XNLOXJ9HOI75 | | | | | COMPAGNIE FINANCIERE DE BOURBON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001766_CR_AIRB | 969500D830K8WFLKFS83 | | | | | SOMFY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001767_CR_AIRB | 96950018NOMJX5XRH047 | | | | | METROPOLE TV | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001923_CT_AIRB | 969500GVS02SJYG9S632 | | | | | CARREFOUR BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001924_CT_AIRB | 96950001WI712W7PQG45 | | | | | RCI BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001925_CT_AIRB | 969500E07BR6468F5910 | | | | | ONEY BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach IN_0001923_CR_FIRB | 969500GVS02SJYG9S632 | | | | | CARREFOUR BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001924_CR_FIRB | 96950001WI712W7PQG45 | | | | | RCI BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001925_CR_FIRB | 969500E07BR6468F5910 | | | | | ONEY BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach IN_0001923_CR_AIRB | 969500GVS02SJYG9S632 | | | | | CARREFOUR BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001924_CR_AIRB | 96950001WI712W7PQG45 | | | | | RCI BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001925_CR_AIRB | 969500E07BR6468F5910 | | | | | ONEY BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach IN_0001923_CC_FIRB | 969500GVS02SJYG9S632 | | | | | CARREFOUR BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable |

Counterparty credit risk | Foundation IRB approach IN_0001924_CC_FIRB | 96950001WI712W7PQG45 | | | | | RCI BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001925_CC_FIRB | 969500E07BR6468F5910 | | | | | ONEY BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach IN_0001923_CC_AIRB | 969500GVS02SJYG9S632 | | | | | CARREFOUR BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001924_CC_AIRB | 96950001WI712W7PQG45 | | | | | RCI BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach IN_0001925_CC_AIRB | 969500E07BR6468F5910 | | | | | ONEY BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001769_CT_FIRB | 52990050M4WPD32PHG16 | 2835109-6 | | | | C&F International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001769_CT_AIRB | 52990050M4WPD32PHG16 | 2835109-6 | | | | C&F International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001769_CR_FIRB | 52990050M4WPD32PHG16 | 2835109-6 | | | | C&F International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001769_CR_AIRB | 52990050M4WPD32PHG16 | 2835109-6 | | | | C&F International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001769_CC_FIRB | 52990050M4WPD32PHG16 | 2835109-6 | | | | C&F International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001769_CC_AIRB | 52990050M4WPD32PHG16 | 2835109-6 | | | | C&F International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001770_CT_FIRB | 1AW6P2GG0FOINEBZUQ05 | 2677262-4 | | | | Vodafone Kabel DeutschlandGmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001770_CT_AIRB | 1AW6P2GG0FOINEBZUQ05 | 2677262-4 | | | | Vodafone Kabel DeutschlandGmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001770_CR_FIRB | 1AW6P2GG0FOINEBZUQ05 | 2677262-4 | | | | Vodafone Kabel DeutschlandGmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001770_CR_AIRB | 1AW6P2GG0FOINEBZUQ05 | 2677262-4 | | | | Vodafone Kabel DeutschlandGmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001770_CC_FIRB | 1AW6P2GG0FOINEBZUQ05 | 2677262-4 | | | | Vodafone Kabel DeutschlandGmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001770_CC_AIRB | 1AW6P2GG0FOINEBZUQ05 | 2677262-4 | | | | Vodafone Kabel DeutschlandGmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0001771_CT_FIRB | 5299006EQ03K3SSUYS12 | 2653513-8 | | | | Metro AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0001771_CT_AIRB | 5299006EQ03K3SSUYS12 | 2653513-8 | | | | Metro AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0001771_CR_FIRB | 5299006EQ03K3SSUYS12 | 2653513-8 | | | | Metro AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0001771_CR_AIRB | 5299006EQ03K3SSUYS12 | 2653513-8 | | | | Metro AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0001771_CC_FIRB | 5299006EQ03K3SSUYS12 | 2653513-8 | | | | Metro AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0001771_CC_AIRB | 5299006EQ03K3SSUYS12 | 2653513-8 | | | | Metro AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000992_CC_AIRB | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Advanced IRB approach LC_0000992_CT_AIRB | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach LC_0000992_CR_AIRB | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Advanced IRB approach LC_0000992_CC_FIRB | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Counterparty credit risk | Foundation IRB approach LC_0000992_CT_FIRB | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach LC_0000992_CR_FIRB | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk and free deliveries | Foundation IRB approach LC_0000001_CT_STDA | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000002_CT_STDA | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000003_CT_STDA | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000004_CT_STDA | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000005_CT_STDA | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000006_CT_STDA | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000007_CT_STDA | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000008_CT_STDA | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000009_CT_STDA | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000010_CT_STDA | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000011_CT_STDA | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000012_CT_STDA | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000013_CT_STDA | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000014_CT_STDA | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000015_CT_STDA | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000016_CT_STDA | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000017_CT_STDA | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000018_CT_STDA | 54930060U4XOVED1T359 | | | | | OMV Gas Marketing & Trading GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000019_CT_STDA | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000020_CT_STDA | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000021_CT_STDA | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000022_CT_STDA | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000023_CT_STDA | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000024_CT_STDA | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000025_CT_STDA | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000026_CT_STDA | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000027_CT_STDA | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000028_CT_STDA | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000029_CT_STDA | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000030_CT_STDA | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000031_CT_STDA | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000032_CT_STDA | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000033_CT_STDA | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000034_CT_STDA | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000035_CT_STDA | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000036_CT_STDA | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000037_CT_STDA | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000038_CT_STDA | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000039_CT_STDA | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000040_CT_STDA | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB - Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000041_CT_STDA | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000042_CT_STDA | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000043_CT_STDA | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000044_CT_STDA | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000045_CT_STDA | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000046_CT_STDA | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000047_CT_STDA | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000048_CT_STDA | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000049_CT_STDA | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000050_CT_STDA | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000051_CT_STDA | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000052_CT_STDA | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000053_CT_STDA | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000054_CT_STDA | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000055_CT_STDA | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000056_CT_STDA | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000057_CT_STDA | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000058_CT_STDA | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000059_CT_STDA | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000060_CT_STDA | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000061_CT_STDA | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000062_CT_STDA | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000063_CT_STDA | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000064_CT_STDA | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000065_CT_STDA | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000066_CT_STDA | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000067_CT_STDA | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000068_CT_STDA | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000069_CT_STDA | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000070_CT_STDA | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000071_CT_STDA | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000072_CT_STDA | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000073_CT_STDA | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000074_CT_STDA | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000075_CT_STDA | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000076_CT_STDA | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000077_CT_STDA | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000078_CT_STDA | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000079_CT_STDA | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000080_CT_STDA | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000081_CT_STDA | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000082_CT_STDA | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000083_CT_STDA | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000084_CT_STDA | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000085_CT_STDA | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000086_CT_STDA | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000087_CT_STDA | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000088_CT_STDA | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000089_CT_STDA | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000090_CT_STDA | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000091_CT_STDA | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000092_CT_STDA | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000093_CT_STDA | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000094_CT_STDA | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000095_CT_STDA | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000096_CT_STDA | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000097_CT_STDA | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000098_CT_STDA | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000099_CT_STDA | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000100_CT_STDA | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize - Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000101_CT_STDA | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000102_CT_STDA | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000103_CT_STDA | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000104_CT_STDA | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000105_CT_STDA | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000106_CT_STDA | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000107_CT_STDA | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000108_CT_STDA | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000109_CT_STDA | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000110_CT_STDA | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000111_CT_STDA | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000112_CT_STDA | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000113_CT_STDA | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000114_CT_STDA | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000115_CT_STDA | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000116_CT_STDA | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000117_CT_STDA | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000118_CT_STDA | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000119_CT_STDA | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000120_CT_STDA | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000121_CT_STDA | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000122_CT_STDA | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000123_CT_STDA | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000124_CT_STDA | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000125_CT_STDA | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000126_CT_STDA | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000127_CT_STDA | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000128_CT_STDA | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000129_CT_STDA | 529900PY79CWSUGVK810 | 249233 | | | | S.A.

CORMAN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000130_CT_STDA | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000131_CT_STDA | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000132_CT_STDA | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000133_CT_STDA | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000134_CT_STDA | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000135_CT_STDA | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000136_CT_STDA | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000137_CT_STDA | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000138_CT_STDA | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000139_CT_STDA | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000140_CT_STDA | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000141_CT_STDA | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000142_CT_STDA | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000143_CT_STDA | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000144_CT_STDA | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000145_CT_STDA | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000146_CT_STDA | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000147_CT_STDA | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000148_CT_STDA | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000149_CT_STDA | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000150_CT_STDA | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000151_CT_STDA | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000152_CT_STDA | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000153_CT_STDA | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000154_CT_STDA | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000155_CT_STDA | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000156_CT_STDA | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000157_CT_STDA | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000158_CT_STDA | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000159_CT_STDA | | | | BMG455841020 | | HAL TRUST | BM | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000160_CT_STDA | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000161_CT_STDA | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000162_CT_STDA | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000163_CT_STDA | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000164_CT_STDA | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. - PETROBRAS | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000165_CT_STDA | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000166_CT_STDA | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000167_CT_STDA | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000168_CT_STDA | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000169_CT_STDA | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000170_CT_STDA | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000171_CT_STDA | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000172_CT_STDA | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000173_CT_STDA | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000174_CT_STDA | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000175_CT_STDA | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000176_CT_STDA | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000177_CT_STDA | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000178_CT_STDA | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000179_CT_STDA | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000180_CT_STDA | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000181_CT_STDA | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000182_CT_STDA | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000183_CT_STDA | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000184_CT_STDA | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000185_CT_STDA | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000186_CT_STDA | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000187_CT_STDA | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000188_CT_STDA | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000189_CT_STDA | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000190_CT_STDA | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000191_CT_STDA | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000192_CT_STDA | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000193_CT_STDA | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000194_CT_STDA | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000195_CT_STDA | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000196_CT_STDA | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000197_CT_STDA | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000198_CT_STDA | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000199_CT_STDA | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000200_CT_STDA | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000201_CT_STDA | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000202_CT_STDA | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000203_CT_STDA | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000204_CT_STDA | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000205_CT_STDA | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000206_CT_STDA | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000207_CT_STDA | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000208_CT_STDA | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000209_CT_STDA | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000210_CT_STDA | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000211_CT_STDA | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000212_CT_STDA | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000213_CT_STDA | 549300I08UA8SMJON743 | | CH-270.3.002.354-9 | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000214_CT_STDA | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000215_CT_STDA | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000216_CT_STDA | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000217_CT_STDA | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000218_CT_STDA | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000219_CT_STDA | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000220_CT_STDA | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000221_CT_STDA | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000222_CT_STDA | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000223_CT_STDA | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000224_CT_STDA | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000225_CT_STDA | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000226_CT_STDA | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000227_CT_STDA | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000228_CT_STDA | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000229_CT_STDA | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000230_CT_STDA | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000231_CT_STDA | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000232_CT_STDA | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000233_CT_STDA | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000234_CT_STDA | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000235_CT_STDA | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000236_CT_STDA | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000237_CT_STDA | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000238_CT_STDA | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000239_CT_STDA | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000240_CT_STDA | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000241_CT_STDA | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000242_CT_STDA | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000243_CT_STDA | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000244_CT_STDA | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000245_CT_STDA | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000246_CT_STDA | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000247_CT_STDA | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000248_CT_STDA | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000249_CT_STDA | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000250_CT_STDA | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000251_CT_STDA | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000252_CT_STDA | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000253_CT_STDA | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000254_CT_STDA | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000255_CT_STDA | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000256_CT_STDA | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000257_CT_STDA | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000258_CT_STDA | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000259_CT_STDA | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000260_CT_STDA | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000261_CT_STDA | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000262_CT_STDA | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000263_CT_STDA | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000264_CT_STDA | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000265_CT_STDA | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000266_CT_STDA | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000267_CT_STDA | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000268_CT_STDA | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000269_CT_STDA | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000270_CT_STDA | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000271_CT_STDA | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000272_CT_STDA | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000273_CT_STDA | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000274_CT_STDA | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000275_CT_STDA | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000276_CT_STDA | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000277_CT_STDA | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000278_CT_STDA | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000279_CT_STDA | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000280_CT_STDA | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000281_CT_STDA | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000282_CT_STDA | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000283_CT_STDA | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000284_CT_STDA | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000285_CT_STDA | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000286_CT_STDA | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000287_CT_STDA | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000288_CT_STDA | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000289_CT_STDA | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000290_CT_STDA | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000291_CT_STDA | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000292_CT_STDA | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000293_CT_STDA | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B.

Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000294_CT_STDA | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000295_CT_STDA | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000296_CT_STDA | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000297_CT_STDA | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000298_CT_STDA | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000299_CT_STDA | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000300_CT_STDA | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000301_CT_STDA | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000302_CT_STDA | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000303_CT_STDA | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000304_CT_STDA | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000305_CT_STDA | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000306_CT_STDA | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000307_CT_STDA | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000308_CT_STDA | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000310_CT_STDA | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000311_CT_STDA | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000312_CT_STDA | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000313_CT_STDA | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000314_CT_STDA | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000315_CT_STDA | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000316_CT_STDA | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000317_CT_STDA | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000318_CT_STDA | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000319_CT_STDA | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000320_CT_STDA | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000321_CT_STDA | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000322_CT_STDA | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000323_CT_STDA | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000324_CT_STDA | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000325_CT_STDA | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000326_CT_STDA | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000327_CT_STDA | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000328_CT_STDA | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000329_CT_STDA | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000330_CT_STDA | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000331_CT_STDA | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000332_CT_STDA | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000333_CT_STDA | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000334_CT_STDA | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000336_CT_STDA | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000337_CT_STDA | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000338_CT_STDA | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000339_CT_STDA | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000340_CT_STDA | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000341_CT_STDA | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000342_CT_STDA | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000343_CT_STDA | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000344_CT_STDA | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000345_CT_STDA | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000346_CT_STDA | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000347_CT_STDA | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000348_CT_STDA | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000349_CT_STDA | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000350_CT_STDA | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000351_CT_STDA | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000352_CT_STDA | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000353_CT_STDA | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000354_CT_STDA | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000355_CT_STDA | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000356_CT_STDA | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000357_CT_STDA | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000358_CT_STDA | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000359_CT_STDA | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000360_CT_STDA | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000361_CT_STDA | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000362_CT_STDA | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000363_CT_STDA | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000364_CT_STDA | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000365_CT_STDA | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000366_CT_STDA | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000367_CT_STDA | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000368_CT_STDA | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000369_CT_STDA | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000370_CT_STDA | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000371_CT_STDA | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000372_CT_STDA | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000373_CT_STDA | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000374_CT_STDA | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000376_CT_STDA | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000377_CT_STDA | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000378_CT_STDA | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000379_CT_STDA | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000380_CT_STDA | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000381_CT_STDA | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000382_CT_STDA | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000383_CT_STDA | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000384_CT_STDA | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000385_CT_STDA | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000386_CT_STDA | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000387_CT_STDA | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000388_CT_STDA | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000389_CT_STDA | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000390_CT_STDA | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000391_CT_STDA | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000392_CT_STDA | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000393_CT_STDA | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000394_CT_STDA | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000395_CT_STDA | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000396_CT_STDA | 5299001X9L42HXEBCZ51 | 1188960-7 | | | | Ceconomy AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000397_CT_STDA | 529900ZYVEIYJRO6TG34 | 3328361-5 | | | | Meyer Werft GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000398_CT_STDA | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000399_CT_STDA | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000400_CT_STDA | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000401_CT_STDA | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000402_CT_STDA | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000403_CT_STDA | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000404_CT_STDA | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000405_CT_STDA | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000406_CT_STDA | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000407_CT_STDA | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000408_CT_STDA | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000409_CT_STDA | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000410_CT_STDA | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000411_CT_STDA | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000412_CT_STDA | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000413_CT_STDA | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000414_CT_STDA | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000415_CT_STDA | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000416_CT_STDA | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000417_CT_STDA | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | IHO Verwaltungs GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000418_CT_STDA | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000419_CT_STDA | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000420_CT_STDA | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000421_CT_STDA | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000422_CT_STDA | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000423_CT_STDA | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000424_CT_STDA | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000425_CT_STDA | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000426_CT_STDA | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000427_CT_STDA | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000428_CT_STDA | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000429_CT_STDA | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000430_CT_STDA | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000431_CT_STDA | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000432_CT_STDA | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000433_CT_STDA | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000434_CT_STDA | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000435_CT_STDA | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000436_CT_STDA | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000437_CT_STDA | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000438_CT_STDA | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000439_CT_STDA | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000440_CT_STDA | XQMNIROSQAS7Y9TT7I97 | 2515082-2 | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000441_CT_STDA | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO. KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000442_CT_STDA | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000443_CT_STDA | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000444_CT_STDA | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000445_CT_STDA | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH & Co.

KGAA | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000446_CT_STDA | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000447_CT_STDA | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000448_CT_STDA | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000449_CT_STDA | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000450_CT_STDA | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000451_CT_STDA | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000452_CT_STDA | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000453_CT_STDA | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000454_CT_STDA | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000455_CT_STDA | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000456_CT_STDA | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000457_CT_STDA | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000458_CT_STDA | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000459_CT_STDA | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000460_CT_STDA | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000461_CT_STDA | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000462_CT_STDA | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000463_CT_STDA | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000464_CT_STDA | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000465_CT_STDA | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000466_CT_STDA | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000467_CT_STDA | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000468_CT_STDA | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000469_CT_STDA | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000470_CT_STDA | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000471_CT_STDA | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000472_CT_STDA | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000473_CT_STDA | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000474_CT_STDA | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000475_CT_STDA | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000476_CT_STDA | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000477_CT_STDA | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000478_CT_STDA | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000479_CT_STDA | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000480_CT_STDA | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000481_CT_STDA | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000482_CT_STDA | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000483_CT_STDA | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000484_CT_STDA | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000485_CT_STDA | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000486_CT_STDA | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000487_CT_STDA | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000488_CT_STDA | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000489_CT_STDA | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000490_CT_STDA | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000491_CT_STDA | 549300RIPHN847476O42 | | | | | J. LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000492_CT_STDA | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000493_CT_STDA | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000494_CT_STDA | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000495_CT_STDA | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000496_CT_STDA | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000497_CT_STDA | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000498_CT_STDA | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000499_CT_STDA | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000500_CT_STDA | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000501_CT_STDA | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000502_CT_STDA | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000503_CT_STDA | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000504_CT_STDA | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000505_CT_STDA | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000506_CT_STDA | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000507_CT_STDA | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000508_CT_STDA | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000509_CT_STDA | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000510_CT_STDA | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000511_CT_STDA | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000512_CT_STDA | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000513_CT_STDA | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000514_CT_STDA | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000515_CT_STDA | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000516_CT_STDA | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000517_CT_STDA | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000518_CT_STDA | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000519_CT_STDA | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000520_CT_STDA | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000521_CT_STDA | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000522_CT_STDA | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000523_CT_STDA | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000524_CT_STDA | 95980020140005800000 | | | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000525_CT_STDA | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000526_CT_STDA | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000527_CT_STDA | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000528_CT_STDA | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000529_CT_STDA | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000530_CT_STDA | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000531_CT_STDA | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000532_CT_STDA | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000533_CT_STDA | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000534_CT_STDA | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000535_CT_STDA | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000536_CT_STDA | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000537_CT_STDA | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000538_CT_STDA | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000539_CT_STDA | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000540_CT_STDA | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000541_CT_STDA | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000542_CT_STDA | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000543_CT_STDA | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000544_CT_STDA | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000545_CT_STDA | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000546_CT_STDA | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000547_CT_STDA | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000548_CT_STDA | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000549_CT_STDA | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000550_CT_STDA | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000551_CT_STDA | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000552_CT_STDA | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000553_CT_STDA | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000554_CT_STDA | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000555_CT_STDA | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000556_CT_STDA | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000557_CT_STDA | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000558_CT_STDA | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000559_CT_STDA | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000560_CT_STDA | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000561_CT_STDA | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000562_CT_STDA | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000563_CT_STDA | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000564_CT_STDA | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000565_CT_STDA | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000566_CT_STDA | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000567_CT_STDA | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000568_CT_STDA | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000569_CT_STDA | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000570_CT_STDA | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000571_CT_STDA | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000572_CT_STDA | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000573_CT_STDA | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000574_CT_STDA | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000575_CT_STDA | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000576_CT_STDA | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000577_CT_STDA | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000578_CT_STDA | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000579_CT_STDA | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000580_CT_STDA | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000581_CT_STDA | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000582_CT_STDA | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000583_CT_STDA | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000584_CT_STDA | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000585_CT_STDA | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000586_CT_STDA | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000587_CT_STDA | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000588_CT_STDA | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000589_CT_STDA | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000590_CT_STDA | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000591_CT_STDA | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000592_CT_STDA | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000593_CT_STDA | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000594_CT_STDA | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000595_CT_STDA | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000596_CT_STDA | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000597_CT_STDA | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000598_CT_STDA | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000599_CT_STDA | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000600_CT_STDA | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000601_CT_STDA | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000602_CT_STDA | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000603_CT_STDA | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000604_CT_STDA | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000605_CT_STDA | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000606_CT_STDA | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000607_CT_STDA | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000608_CT_STDA | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000609_CT_STDA | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000610_CT_STDA | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A.

| FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000611_CT_STDA | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000612_CT_STDA | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000613_CT_STDA | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000614_CT_STDA | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000615_CT_STDA | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000616_CT_STDA | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000617_CT_STDA | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000618_CT_STDA | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000619_CT_STDA | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000620_CT_STDA | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000621_CT_STDA | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000622_CT_STDA | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000623_CT_STDA | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD - PERRACHON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000624_CT_STDA | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000625_CT_STDA | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000626_CT_STDA | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000627_CT_STDA | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000628_CT_STDA | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000629_CT_STDA | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000630_CT_STDA | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000631_CT_STDA | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000632_CT_STDA | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000633_CT_STDA | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000634_CT_STDA | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000635_CT_STDA | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000636_CT_STDA | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000637_CT_STDA | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000638_CT_STDA | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000639_CT_STDA | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000640_CT_STDA | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000641_CT_STDA | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000642_CT_STDA | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000643_CT_STDA | 52990087UKA0U2TO8412 | | | | | AIRBUS HELICOPTERS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000645_CT_STDA | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000646_CT_STDA | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000647_CT_STDA | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000648_CT_STDA | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000649_CT_STDA | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000650_CT_STDA | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000651_CT_STDA | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000652_CT_STDA | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000653_CT_STDA | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000654_CT_STDA | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000655_CT_STDA | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000656_CT_STDA | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000657_CT_STDA | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000658_CT_STDA | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000659_CT_STDA | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000660_CT_STDA | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000661_CT_STDA | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000662_CT_STDA | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000663_CT_STDA | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000664_CT_STDA | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000665_CT_STDA | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000666_CT_STDA | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000667_CT_STDA | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000668_CT_STDA | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000669_CT_STDA | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000670_CT_STDA | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000671_CT_STDA | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000672_CT_STDA | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000673_CT_STDA | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000674_CT_STDA | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000675_CT_STDA | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000676_CT_STDA | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000677_CT_STDA | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000678_CT_STDA | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000679_CT_STDA | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000680_CT_STDA | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000681_CT_STDA | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000682_CT_STDA | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000683_CT_STDA | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000684_CT_STDA | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000685_CT_STDA | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000686_CT_STDA | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000687_CT_STDA | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000688_CT_STDA | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000689_CT_STDA | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000690_CT_STDA | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000691_CT_STDA | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000692_CT_STDA | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000693_CT_STDA | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000694_CT_STDA | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000695_CT_STDA | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000696_CT_STDA | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000697_CT_STDA | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000698_CT_STDA | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000699_CT_STDA | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000700_CT_STDA | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000701_CT_STDA | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000702_CT_STDA | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000703_CT_STDA | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000704_CT_STDA | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000705_CT_STDA | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000706_CT_STDA | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000707_CT_STDA | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000708_CT_STDA | 969500A4MXJ3ESPHK698 | | | | | SNCF MOBILITES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000709_CT_STDA | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000710_CT_STDA | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000711_CT_STDA | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000712_CT_STDA | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000713_CT_STDA | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000714_CT_STDA | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000715_CT_STDA | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000716_CT_STDA | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A. | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000717_CT_STDA | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000718_CT_STDA | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000719_CT_STDA | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000720_CT_STDA | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000721_CT_STDA | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000722_CT_STDA | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000723_CT_STDA | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000724_CT_STDA | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000725_CT_STDA | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000726_CT_STDA | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000727_CT_STDA | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000728_CT_STDA | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000729_CT_STDA | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000730_CT_STDA | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000731_CT_STDA | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000732_CT_STDA | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000733_CT_STDA | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000734_CT_STDA | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No.

1 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000735_CT_STDA | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000736_CT_STDA | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000737_CT_STDA | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000738_CT_STDA | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000739_CT_STDA | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000740_CT_STDA | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000741_CT_STDA | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000742_CT_STDA | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000743_CT_STDA | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000744_CT_STDA | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000745_CT_STDA | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000746_CT_STDA | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000747_CT_STDA | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000748_CT_STDA | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000749_CT_STDA | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000750_CT_STDA | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000751_CT_STDA | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000752_CT_STDA | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000753_CT_STDA | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000754_CT_STDA | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000755_CT_STDA | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000756_CT_STDA | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000757_CT_STDA | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000758_CT_STDA | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000759_CT_STDA | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000760_CT_STDA | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000761_CT_STDA | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000762_CT_STDA | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000763_CT_STDA | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000764_CT_STDA | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000765_CT_STDA | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000766_CT_STDA | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000767_CT_STDA | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000768_CT_STDA | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000769_CT_STDA | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000770_CT_STDA | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000771_CT_STDA | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000772_CT_STDA | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000773_CT_STDA | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000774_CT_STDA | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000775_CT_STDA | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000776_CT_STDA | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000777_CT_STDA | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000778_CT_STDA | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000779_CT_STDA | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000780_CT_STDA | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000781_CT_STDA | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000782_CT_STDA | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000783_CT_STDA | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000784_CT_STDA | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000785_CT_STDA | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000786_CT_STDA | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000787_CT_STDA | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000788_CT_STDA | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000789_CT_STDA | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000790_CT_STDA | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000791_CT_STDA | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000792_CT_STDA | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000793_CT_STDA | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000794_CT_STDA | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000795_CT_STDA | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000796_CT_STDA | 21380023G8LF55V46281 | | 02954623 | | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000797_CT_STDA | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000798_CT_STDA | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000799_CT_STDA | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000800_CT_STDA | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000801_CT_STDA | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000802_CT_STDA | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000803_CT_STDA | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000804_CT_STDA | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000805_CT_STDA | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000806_CT_STDA | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000807_CT_STDA | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000808_CT_STDA | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000809_CT_STDA | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000810_CT_STDA | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000811_CT_STDA | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000812_CT_STDA | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000813_CT_STDA | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000814_CT_STDA | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000815_CT_STDA | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000816_CT_STDA | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000817_CT_STDA | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000818_CT_STDA | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000819_CT_STDA | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000820_CT_STDA | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000821_CT_STDA | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000822_CT_STDA | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000823_CT_STDA | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000824_CT_STDA | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000825_CT_STDA | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000826_CT_STDA | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000827_CT_STDA | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000828_CT_STDA | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000829_CT_STDA | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000830_CT_STDA | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000831_CT_STDA | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000832_CT_STDA | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000833_CT_STDA | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000834_CT_STDA | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000835_CT_STDA | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000836_CT_STDA | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000837_CT_STDA | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000838_CT_STDA | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000839_CT_STDA | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000840_CT_STDA | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000841_CT_STDA | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000842_CT_STDA | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000843_CT_STDA | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000844_CT_STDA | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000845_CT_STDA | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000846_CT_STDA | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000847_CT_STDA | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000848_CT_STDA | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000849_CT_STDA | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000850_CT_STDA | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000851_CT_STDA | 213800HX7FMPA2CIEF02 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000852_CT_STDA | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000853_CT_STDA | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000854_CT_STDA | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0000855_CT_STDA | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co.

International plc | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000856_CT_STDA | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000857_CT_STDA | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000858_CT_STDA | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000859_CT_STDA | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000860_CT_STDA | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000861_CT_STDA | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000862_CT_STDA | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000863_CT_STDA | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000864_CT_STDA | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000865_CT_STDA | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000866_CT_STDA | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000867_CT_STDA | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000868_CT_STDA | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000869_CT_STDA | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000870_CT_STDA | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000871_CT_STDA | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000872_CT_STDA | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000873_CT_STDA | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000874_CT_STDA | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000875_CT_STDA | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000876_CT_STDA | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000877_CT_STDA | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000878_CT_STDA | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000879_CT_STDA | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000880_CT_STDA | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000881_CT_STDA | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000882_CT_STDA | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000883_CT_STDA | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000884_CT_STDA | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000885_CT_STDA | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000886_CT_STDA | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000887_CT_STDA | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000888_CT_STDA | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000889_CT_STDA | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000890_CT_STDA | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000891_CT_STDA | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000892_CT_STDA | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000893_CT_STDA | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000894_CT_STDA | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000895_CT_STDA | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000896_CT_STDA | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000897_CT_STDA | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000898_CT_STDA | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000899_CT_STDA | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000900_CT_STDA | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000901_CT_STDA | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000902_CT_STDA | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000903_CT_STDA | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000904_CT_STDA | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000905_CT_STDA | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000906_CT_STDA | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000907_CT_STDA | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000908_CT_STDA | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000909_CT_STDA | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000910_CT_STDA | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000911_CT_STDA | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000912_CT_STDA | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000913_CT_STDA | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000914_CT_STDA | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000915_CT_STDA | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000916_CT_STDA | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000917_CT_STDA | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000918_CT_STDA | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000919_CT_STDA | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000920_CT_STDA | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000921_CT_STDA | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000922_CT_STDA | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000923_CT_STDA | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000924_CT_STDA | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000925_CT_STDA | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000926_CT_STDA | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000927_CT_STDA | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000928_CT_STDA | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000929_CT_STDA | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000930_CT_STDA | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000931_CT_STDA | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000932_CT_STDA | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000933_CT_STDA | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000934_CT_STDA | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000935_CT_STDA | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000936_CT_STDA | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000937_CT_STDA | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000938_CT_STDA | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000939_CT_STDA | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000940_CT_STDA | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000941_CT_STDA | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000942_CT_STDA | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000943_CT_STDA | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000944_CT_STDA | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000945_CT_STDA | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000946_CT_STDA | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000947_CT_STDA | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000948_CT_STDA | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000949_CT_STDA | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000950_CT_STDA | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000951_CT_STDA | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000952_CT_STDA | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000953_CT_STDA | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000954_CT_STDA | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000955_CT_STDA | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000956_CT_STDA | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000957_CT_STDA | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000958_CT_STDA | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000959_CT_STDA | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000960_CT_STDA | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000961_CT_STDA | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000962_CT_STDA | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000963_CT_STDA | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000964_CT_STDA | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000965_CT_STDA | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000966_CT_STDA | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000967_CT_STDA | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000968_CT_STDA | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000969_CT_STDA | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000970_CT_STDA | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000971_CT_STDA | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000972_CT_STDA | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000973_CT_STDA | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000974_CT_STDA | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000975_CT_STDA | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000976_CT_STDA | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000977_CT_STDA | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000978_CT_STDA | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000979_CT_STDA | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000980_CT_STDA | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000981_CT_STDA | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000982_CT_STDA | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000983_CT_STDA | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000984_CT_STDA | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA - SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000985_CT_STDA | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000986_CT_STDA | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000987_CT_STDA | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000988_CT_STDA | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000989_CT_STDA | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000990_CT_STDA | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000991_CT_STDA | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000992_CT_STDA | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000993_CT_STDA | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000994_CT_STDA | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000995_CT_STDA | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000996_CT_STDA | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000997_CT_STDA | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000998_CT_STDA | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0000999_CT_STDA | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001000_CT_STDA | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA - CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE - SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001001_CT_STDA | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001002_CT_STDA | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001003_CT_STDA | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001004_CT_STDA | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001005_CT_STDA | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001006_CT_STDA | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001007_CT_STDA | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001008_CT_STDA | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001009_CT_STDA | 8156004604684CA44A90 | | | | | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001011_CT_STDA | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001012_CT_STDA | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001013_CT_STDA | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001014_CT_STDA | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001015_CT_STDA | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001016_CT_STDA | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001017_CT_STDA | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001018_CT_STDA | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A.

| IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001019_CT_STDA | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001020_CT_STDA | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001021_CT_STDA | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001022_CT_STDA | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001023_CT_STDA | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001024_CT_STDA | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001025_CT_STDA | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001026_CT_STDA | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001027_CT_STDA | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001028_CT_STDA | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001029_CT_STDA | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001030_CT_STDA | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001031_CT_STDA | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001032_CT_STDA | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001033_CT_STDA | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001034_CT_STDA | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA - S.P.A | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001035_CT_STDA | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001036_CT_STDA | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001038_CT_STDA | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001039_CT_STDA | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001040_CT_STDA | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001041_CT_STDA | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001042_CT_STDA | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001043_CT_STDA | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001044_CT_STDA | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001045_CT_STDA | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001046_CT_STDA | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001047_CT_STDA | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001048_CT_STDA | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001049_CT_STDA | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001050_CT_STDA | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001051_CT_STDA | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG - INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001052_CT_STDA | | 5012487 | 8850400154 | | | SACAL - SOCIETA' ALLUMINIO CARISIO - S.P | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001053_CT_STDA | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001054_CT_STDA | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001055_CT_STDA | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001056_CT_STDA | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001057_CT_STDA | | 6524595 | 3957900487 | | | SAMMONTANA - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001058_CT_STDA | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001059_CT_STDA | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. - RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001060_CT_STDA | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001061_CT_STDA | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001062_CT_STDA | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001063_CT_STDA | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001064_CT_STDA | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001065_CT_STDA | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001066_CT_STDA | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001067_CT_STDA | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001068_CT_STDA | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001069_CT_STDA | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI - S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001070_CT_STDA | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001071_CT_STDA | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001072_CT_STDA | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001073_CT_STDA | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI - FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001074_CT_STDA | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001075_CT_STDA | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001076_CT_STDA | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001077_CT_STDA | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001078_CT_STDA | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001079_CT_STDA | 549300MIFE1VEW02GY83 | | | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001080_CT_STDA | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001081_CT_STDA | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001082_CT_STDA | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001083_CT_STDA | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001084_CT_STDA | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001085_CT_STDA | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001086_CT_STDA | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001087_CT_STDA | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001088_CT_STDA | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001089_CT_STDA | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001090_CT_STDA | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001091_CT_STDA | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001092_CT_STDA | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001093_CT_STDA | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001094_CT_STDA | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001095_CT_STDA | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001096_CT_STDA | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001097_CT_STDA | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001098_CT_STDA | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001099_CT_STDA | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001100_CT_STDA | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001101_CT_STDA | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001102_CT_STDA | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB “Kauno grūdai” | LT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001103_CT_STDA | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001104_CT_STDA | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001105_CT_STDA | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001106_CT_STDA | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001107_CT_STDA | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001108_CT_STDA | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001109_CT_STDA | 529900W1S8TJDDH8YB29 | | | | | Encevo S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001110_CT_STDA | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001111_CT_STDA | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001112_CT_STDA | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001113_CT_STDA | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001114_CT_STDA | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001115_CT_STDA | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001116_CT_STDA | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001117_CT_STDA | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001118_CT_STDA | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001119_CT_STDA | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001120_CT_STDA | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001121_CT_STDA | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001122_CT_STDA | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001123_CT_STDA | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001124_CT_STDA | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001125_CT_STDA | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001126_CT_STDA | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001127_CT_STDA | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001128_CT_STDA | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001129_CT_STDA | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001130_CT_STDA | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001131_CT_STDA | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001132_CT_STDA | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001133_CT_STDA | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001134_CT_STDA | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001135_CT_STDA | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001136_CT_STDA | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001137_CT_STDA | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001138_CT_STDA | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001139_CT_STDA | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001140_CT_STDA | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001142_CT_STDA | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001143_CT_STDA | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001144_CT_STDA | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001145_CT_STDA | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001146_CT_STDA | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001147_CT_STDA | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001148_CT_STDA | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001149_CT_STDA | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001150_CT_STDA | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001151_CT_STDA | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001152_CT_STDA | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001153_CT_STDA | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001154_CT_STDA | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001155_CT_STDA | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001156_CT_STDA | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001157_CT_STDA | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001158_CT_STDA | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001159_CT_STDA | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001160_CT_STDA | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001161_CT_STDA | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001162_CT_STDA | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001163_CT_STDA | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001164_CT_STDA | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001165_CT_STDA | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001166_CT_STDA | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001167_CT_STDA | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001168_CT_STDA | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001169_CT_STDA | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001170_CT_STDA | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001171_CT_STDA | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001172_CT_STDA | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001173_CT_STDA | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001174_CT_STDA | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001175_CT_STDA | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001176_CT_STDA | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001177_CT_STDA | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001178_CT_STDA | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001179_CT_STDA | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V.

| NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001180_CT_STDA | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001181_CT_STDA | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001182_CT_STDA | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001183_CT_STDA | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001184_CT_STDA | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001185_CT_STDA | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001186_CT_STDA | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001187_CT_STDA | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001188_CT_STDA | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001189_CT_STDA | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001190_CT_STDA | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001191_CT_STDA | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001192_CT_STDA | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001193_CT_STDA | 529900PF6F1OHRZVU341 | | KVK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001194_CT_STDA | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001195_CT_STDA | 724500RKMOD48AIWKD94 | | KVK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001196_CT_STDA | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001197_CT_STDA | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001198_CT_STDA | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001199_CT_STDA | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001200_CT_STDA | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001201_CT_STDA | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001202_CT_STDA | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001203_CT_STDA | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001204_CT_STDA | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001205_CT_STDA | 549300N522D3SS8MKV65 | | KVK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001206_CT_STDA | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001207_CT_STDA | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001208_CT_STDA | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001209_CT_STDA | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001210_CT_STDA | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001211_CT_STDA | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001212_CT_STDA | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001213_CT_STDA | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001214_CT_STDA | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001215_CT_STDA | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001216_CT_STDA | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001217_CT_STDA | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001218_CT_STDA | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001219_CT_STDA | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001220_CT_STDA | TAFO772JB70PDRN5VS48 | | KVK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001221_CT_STDA | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001222_CT_STDA | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001223_CT_STDA | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001224_CT_STDA | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001225_CT_STDA | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001226_CT_STDA | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001227_CT_STDA | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001228_CT_STDA | 724500L44K67W7UW1C59 | | | | | TomTom International B.V | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001229_CT_STDA | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001230_CT_STDA | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001231_CT_STDA | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001232_CT_STDA | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001234_CT_STDA | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001235_CT_STDA | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001236_CT_STDA | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001237_CT_STDA | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001238_CT_STDA | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001239_CT_STDA | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001240_CT_STDA | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001241_CT_STDA | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001242_CT_STDA | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001243_CT_STDA | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001244_CT_STDA | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001245_CT_STDA | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001246_CT_STDA | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001247_CT_STDA | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001248_CT_STDA | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001249_CT_STDA | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001250_CT_STDA | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001251_CT_STDA | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001252_CT_STDA | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001253_CT_STDA | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001254_CT_STDA | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001255_CT_STDA | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001256_CT_STDA | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A. | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001257_CT_STDA | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001258_CT_STDA | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001259_CT_STDA | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001260_CT_STDA | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001261_CT_STDA | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001262_CT_STDA | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001263_CT_STDA | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001264_CT_STDA | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001265_CT_STDA | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001266_CT_STDA | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001267_CT_STDA | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001268_CT_STDA | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001269_CT_STDA | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001270_CT_STDA | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP - Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001271_CT_STDA | 529900LOXJVWGOH84656 | | 503293695 | | | EDP - GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001272_CT_STDA | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001273_CT_STDA | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001274_CT_STDA | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA - SGPS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001275_CT_STDA | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001276_CT_STDA | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001277_CT_STDA | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001278_CT_STDA | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001279_CT_STDA | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001280_CT_STDA | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001281_CT_STDA | | | 507979265 | | | OPWAY - SGPS, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001282_CT_STDA | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001283_CT_STDA | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001284_CT_STDA | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001285_CT_STDA | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001286_CT_STDA | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001287_CT_STDA | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001288_CT_STDA | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001289_CT_STDA | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001290_CT_STDA | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001291_CT_STDA | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001292_CT_STDA | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001293_CT_STDA | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001294_CT_STDA | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001295_CT_STDA | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001296_CT_STDA | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE - CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001297_CT_STDA | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001298_CT_STDA | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001299_CT_STDA | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001300_CT_STDA | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V.

(The) | RO | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001301_CT_STDA | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001302_CT_STDA | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001303_CT_STDA | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001304_CT_STDA | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001305_CT_STDA | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001306_CT_STDA | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001307_CT_STDA | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001308_CT_STDA | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001309_CT_STDA | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001310_CT_STDA | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001311_CT_STDA | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001312_CT_STDA | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001313_CT_STDA | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001314_CT_STDA | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001315_CT_STDA | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001316_CT_STDA | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001317_CT_STDA | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001318_CT_STDA | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001319_CT_STDA | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001320_CT_STDA | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001321_CT_STDA | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001322_CT_STDA | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001323_CT_STDA | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001324_CT_STDA | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001325_CT_STDA | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001326_CT_STDA | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001327_CT_STDA | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001328_CT_STDA | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001329_CT_STDA | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001330_CT_STDA | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001331_CT_STDA | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001332_CT_STDA | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001333_CT_STDA | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001334_CT_STDA | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001335_CT_STDA | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001336_CT_STDA | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001337_CT_STDA | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001338_CT_STDA | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001339_CT_STDA | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001340_CT_STDA | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001341_CT_STDA | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001342_CT_STDA | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001343_CT_STDA | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001344_CT_STDA | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001345_CT_STDA | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001346_CT_STDA | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001347_CT_STDA | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001348_CT_STDA | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001349_CT_STDA | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001350_CT_STDA | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001351_CT_STDA | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001352_CT_STDA | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001353_CT_STDA | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001354_CT_STDA | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001355_CT_STDA | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001356_CT_STDA | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001357_CT_STDA | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001358_CT_STDA | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001359_CT_STDA | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001360_CT_STDA | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001361_CT_STDA | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001362_CT_STDA | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001363_CT_STDA | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001364_CT_STDA | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001365_CT_STDA | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001366_CT_STDA | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001367_CT_STDA | 549300QOGMPTKB6W7G56 | | 1.07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001368_CT_STDA | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001369_CT_STDA | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001370_CT_STDA | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001371_CT_STDA | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001372_CT_STDA | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001373_CT_STDA | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001374_CT_STDA | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001375_CT_STDA | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001376_CT_STDA | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001377_CT_STDA | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001378_CT_STDA | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001379_CT_STDA | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001380_CT_STDA | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001381_CT_STDA | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001382_CT_STDA | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001383_CT_STDA | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001384_CT_STDA | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001385_CT_STDA | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001386_CT_STDA | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001387_CT_STDA | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001388_CT_STDA | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001389_CT_STDA | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001390_CT_STDA | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001391_CT_STDA | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001392_CT_STDA | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001393_CT_STDA | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001394_CT_STDA | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001395_CT_STDA | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001396_CT_STDA | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001397_CT_STDA | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001398_CT_STDA | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001399_CT_STDA | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001400_CT_STDA | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001401_CT_STDA | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001402_CT_STDA | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001403_CT_STDA | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001404_CT_STDA | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001405_CT_STDA | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001406_CT_STDA | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001407_CT_STDA | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001408_CT_STDA | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001409_CT_STDA | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001410_CT_STDA | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001411_CT_STDA | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001412_CT_STDA | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001413_CT_STDA | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001414_CT_STDA | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001415_CT_STDA | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001416_CT_STDA | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001417_CT_STDA | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001418_CT_STDA | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001419_CT_STDA | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001420_CT_STDA | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001421_CT_STDA | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001422_CT_STDA | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001423_CT_STDA | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001424_CT_STDA | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001425_CT_STDA | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001426_CT_STDA | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001427_CT_STDA | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001428_CT_STDA | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001429_CT_STDA | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001430_CT_STDA | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001431_CT_STDA | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001432_CT_STDA | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001433_CT_STDA | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001434_CT_STDA | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001435_CT_STDA | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001436_CT_STDA | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001437_CT_STDA | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001438_CT_STDA | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001439_CT_STDA | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001440_CT_STDA | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001441_CT_STDA | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001442_CT_STDA | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001443_CT_STDA | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001444_CT_STDA | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001445_CT_STDA | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001446_CT_STDA | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001447_CT_STDA | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001448_CT_STDA | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001449_CT_STDA | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001450_CT_STDA | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001451_CT_STDA | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001452_CT_STDA | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001453_CT_STDA | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001454_CT_STDA | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001455_CT_STDA | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001456_CT_STDA | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001457_CT_STDA | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001458_CT_STDA | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001459_CT_STDA | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001460_CT_STDA | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001461_CT_STDA | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001462_CT_STDA | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001463_CT_STDA | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001464_CT_STDA | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc.

| US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001465_CT_STDA | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001466_CT_STDA | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001467_CT_STDA | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001468_CT_STDA | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001469_CT_STDA | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001470_CT_STDA | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001471_CT_STDA | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001472_CT_STDA | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001473_CT_STDA | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001474_CT_STDA | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001475_CT_STDA | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001476_CT_STDA | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001477_CT_STDA | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001478_CT_STDA | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001479_CT_STDA | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001480_CT_STDA | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001481_CT_STDA | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001482_CT_STDA | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001483_CT_STDA | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001484_CT_STDA | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001485_CT_STDA | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001486_CT_STDA | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001487_CT_STDA | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001488_CT_STDA | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001489_CT_STDA | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001490_CT_STDA | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001491_CT_STDA | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001492_CT_STDA | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001493_CT_STDA | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001494_CT_STDA | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001495_CT_STDA | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001496_CT_STDA | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001497_CT_STDA | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001498_CT_STDA | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001499_CT_STDA | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001500_CT_STDA | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001501_CT_STDA | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001502_CT_STDA | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001503_CT_STDA | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001504_CT_STDA | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001505_CT_STDA | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001506_CT_STDA | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001507_CT_STDA | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001508_CT_STDA | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001509_CT_STDA | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001510_CT_STDA | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001511_CT_STDA | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001512_CT_STDA | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001513_CT_STDA | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001514_CT_STDA | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001515_CT_STDA | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001516_CT_STDA | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001517_CT_STDA | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001518_CT_STDA | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001519_CT_STDA | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001520_CT_STDA | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001521_CT_STDA | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001522_CT_STDA | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001523_CT_STDA | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001524_CT_STDA | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001525_CT_STDA | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001526_CT_STDA | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001527_CT_STDA | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001528_CT_STDA | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001529_CT_STDA | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001530_CT_STDA | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001531_CT_STDA | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001532_CT_STDA | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001533_CT_STDA | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001534_CT_STDA | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001535_CT_STDA | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001536_CT_STDA | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001537_CT_STDA | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001538_CT_STDA | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001539_CT_STDA | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001540_CT_STDA | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001541_CT_STDA | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001542_CT_STDA | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001543_CT_STDA | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001544_CT_STDA | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001545_CT_STDA | 52990006VBKYFQMQJX90 | | KVK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001546_CT_STDA | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001547_CT_STDA | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001548_CT_STDA | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001549_CT_STDA | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001550_CT_STDA | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001551_CT_STDA | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001552_CT_STDA | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001553_CT_STDA | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001554_CT_STDA | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001555_CT_STDA | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001556_CT_STDA | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001557_CT_STDA | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001558_CT_STDA | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001559_CT_STDA | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001560_CT_STDA | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001561_CT_STDA | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001562_CT_STDA | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001563_CT_STDA | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001564_CT_STDA | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001565_CT_STDA | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001566_CT_STDA | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001567_CT_STDA | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001568_CT_STDA | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001569_CT_STDA | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001570_CT_STDA | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001571_CT_STDA | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001572_CT_STDA | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001573_CT_STDA | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001574_CT_STDA | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001575_CT_STDA | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001576_CT_STDA | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001577_CT_STDA | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001578_CT_STDA | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001579_CT_STDA | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001580_CT_STDA | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001581_CT_STDA | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001582_CT_STDA | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001583_CT_STDA | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001584_CT_STDA | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001585_CT_STDA | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001586_CT_STDA | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001587_CT_STDA | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001588_CT_STDA | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001589_CT_STDA | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001590_CT_STDA | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001591_CT_STDA | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001592_CT_STDA | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001593_CT_STDA | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001594_CT_STDA | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001595_CT_STDA | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001596_CT_STDA | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001597_CT_STDA | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001598_CT_STDA | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001599_CT_STDA | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001600_CT_STDA | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001601_CT_STDA | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001602_CT_STDA | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001603_CT_STDA | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001604_CT_STDA | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001605_CT_STDA | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001606_CT_STDA | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001607_CT_STDA | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001608_CT_STDA | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001609_CT_STDA | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001610_CT_STDA | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001611_CT_STDA | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001612_CT_STDA | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001613_CT_STDA | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001614_CT_STDA | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001615_CT_STDA | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001617_CT_STDA | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001618_CT_STDA | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001619_CT_STDA | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001620_CT_STDA | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001621_CT_STDA | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001623_CT_STDA | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001624_CT_STDA | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001625_CT_STDA | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001626_CT_STDA | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc.

| US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001627_CT_STDA | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001628_CT_STDA | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001629_CT_STDA | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001630_CT_STDA | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001631_CT_STDA | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001632_CT_STDA | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001633_CT_STDA | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001634_CT_STDA | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001635_CT_STDA | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001636_CT_STDA | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001637_CT_STDA | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001638_CT_STDA | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001639_CT_STDA | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001640_CT_STDA | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001641_CT_STDA | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001642_CT_STDA | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | LU | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001643_CT_STDA | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001644_CT_STDA | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001645_CT_STDA | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001646_CT_STDA | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001647_CT_STDA | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001648_CT_STDA | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001649_CT_STDA | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001650_CT_STDA | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001651_CT_STDA | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE - AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001652_CT_STDA | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001653_CT_STDA | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001654_CT_STDA | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001655_CT_STDA | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001656_CT_STDA | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001657_CT_STDA | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001658_CT_STDA | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001659_CT_STDA | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001660_CT_STDA | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001661_CT_STDA | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001662_CT_STDA | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001663_CT_STDA | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001664_CT_STDA | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001665_CT_STDA | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001666_CT_STDA | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001667_CT_STDA | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO - NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001668_CT_STDA | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett - Packard Belgium | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001669_CT_STDA | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001670_CT_STDA | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001671_CT_STDA | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001672_CT_STDA | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001673_CT_STDA | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001674_CT_STDA | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001675_CT_STDA | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001676_CT_STDA | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001677_CT_STDA | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001678_CT_STDA | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001679_CT_STDA | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001680_CT_STDA | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001681_CT_STDA | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE - TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001682_CT_STDA | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001683_CT_STDA | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001684_CT_STDA | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001685_CT_STDA | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001686_CT_STDA | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001687_CT_STDA | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001688_CT_STDA | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001689_CT_STDA | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001690_CT_STDA | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001691_CT_STDA | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001693_CT_STDA | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001694_CT_STDA | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001695_CT_STDA | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001696_CT_STDA | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001697_CT_STDA | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische Rückversicherungs-Gesellschaft AG | CH | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001698_CT_STDA | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001699_CT_STDA | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001700_CT_STDA | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001701_CT_STDA | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001702_CT_STDA | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001703_CT_STDA | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001704_CT_STDA | 2138006E2VG89XLORJ06 | | 02366682 | | | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001705_CT_STDA | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001706_CT_STDA | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001707_CT_STDA | 0YQH6LCEF474UTUV4B96 | | KVK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V. | NL | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001708_CT_STDA | 4ME66GO1Q4T87C52WS37 | | KVK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001709_CT_STDA | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001710_CT_STDA | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001711_CT_STDA | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001712_CT_STDA | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001713_CT_STDA | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001714_CT_STDA | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001715_CT_STDA | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001716_CT_STDA | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001717_CT_STDA | | | | | 45793Z CI Equity | Chile | CL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001718_CT_STDA | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001719_CT_STDA | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001720_CT_STDA | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001721_CT_STDA | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001722_CT_STDA | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001723_CT_STDA | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001724_CT_STDA | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001725_CT_STDA | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001726_CT_STDA | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001727_CT_STDA | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001728_CT_STDA | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001729_CT_STDA | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001730_CT_STDA | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001731_CT_STDA | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001732_CT_STDA | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001733_CT_STDA | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001734_CT_STDA | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001735_CT_STDA | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001736_CT_STDA | | | | | 3344606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001737_CT_STDA | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001738_CT_STDA | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001739_CT_STDA | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001740_CT_STDA | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001741_CT_STDA | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001742_CT_STDA | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001743_CT_STDA | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001744_CT_STDA | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001745_CT_STDA | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001746_CT_STDA | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001747_CT_STDA | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001748_CT_STDA | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001749_CT_STDA | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001750_CT_STDA | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001751_CT_STDA | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001752_CT_STDA | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001753_CT_STDA | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001754_CT_STDA | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001755_CT_STDA | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001756_CT_STDA | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001757_CT_STDA | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001758_CT_STDA | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001759_CT_STDA | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001760_CT_STDA | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001761_CT_STDA | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001762_CT_STDA | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001763_CT_STDA | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001764_CT_STDA | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001765_CT_STDA | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001766_CT_STDA | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001768_CT_STDA | | | | | 3352Z US Equity | United States | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001769_CT_STDA | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001770_CT_STDA | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001771_CT_STDA | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach GG_0001772_CT_STDA | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001773_CT_STDA | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001774_CT_STDA | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001775_CT_STDA | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001776_CT_STDA | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001777_CT_STDA | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001778_CT_STDA | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001779_CT_STDA | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001780_CT_STDA | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001781_CT_STDA | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001782_CT_STDA | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001783_CT_STDA | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001784_CT_STDA | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001785_CT_STDA | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001786_CT_STDA | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001787_CT_STDA | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001788_CT_STDA | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp.

| US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001789_CT_STDA | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001790_CT_STDA | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001791_CT_STDA | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001792_CT_STDA | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001794_CT_STDA | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001795_CT_STDA | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001796_CT_STDA | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001797_CT_STDA | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001798_CT_STDA | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001799_CT_STDA | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001800_CT_STDA | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001801_CT_STDA | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001802_CT_STDA | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001803_CT_STDA | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001804_CT_STDA | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001805_CT_STDA | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001806_CT_STDA | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001807_CT_STDA | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001808_CT_STDA | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001809_CT_STDA | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001810_CT_STDA | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001811_CT_STDA | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001812_CT_STDA | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001813_CT_STDA | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001814_CT_STDA | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001815_CT_STDA | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001816_CT_STDA | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001817_CT_STDA | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001818_CT_STDA | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001819_CT_STDA | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001820_CT_STDA | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001821_CT_STDA | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001823_CT_STDA | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001824_CT_STDA | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001825_CT_STDA | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001826_CT_STDA | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001827_CT_STDA | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001828_CT_STDA | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001829_CT_STDA | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001830_CT_STDA | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001831_CT_STDA | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001832_CT_STDA | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001833_CT_STDA | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001834_CT_STDA | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001836_CT_STDA | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001837_CT_STDA | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001838_CT_STDA | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001839_CT_STDA | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001840_CT_STDA | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001841_CT_STDA | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001842_CT_STDA | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001843_CT_STDA | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001845_CT_STDA | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001846_CT_STDA | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001847_CT_STDA | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001848_CT_STDA | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001849_CT_STDA | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001850_CT_STDA | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001851_CT_STDA | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001852_CT_STDA | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001853_CT_STDA | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001854_CT_STDA | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001856_CT_STDA | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001857_CT_STDA | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001858_CT_STDA | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001859_CT_STDA | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001860_CT_STDA | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001861_CT_STDA | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001863_CT_STDA | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001864_CT_STDA | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001865_CT_STDA | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001866_CT_STDA | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc. | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001867_CT_STDA | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001868_CT_STDA | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001869_CT_STDA | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001870_CT_STDA | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001871_CT_STDA | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001872_CT_STDA | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001873_CT_STDA | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001874_CT_STDA | BFM8T61CT2L1QCEMIK50 | | | | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001875_CT_STDA | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001876_CT_STDA | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd. | SG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001877_CT_STDA | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001878_CT_STDA | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001879_CT_STDA | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001880_CT_STDA | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001881_CT_STDA | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001882_CT_STDA | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001883_CT_STDA | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001884_CT_STDA | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001885_CT_STDA | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001886_CT_STDA | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001887_CT_STDA | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001888_CT_STDA | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001889_CT_STDA | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001890_CT_STDA | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001891_CT_STDA | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001892_CT_STDA | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001893_CT_STDA | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001894_CT_STDA | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001895_CT_STDA | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001896_CT_STDA | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001897_CT_STDA | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001898_CT_STDA | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001899_CT_STDA | QP3XKRKS0CX2T3O07L95 | | 02857033 | | | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001900_CT_STDA | 549300ZT0RVWCG8T4L55 | | 03196171 | | | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001901_CT_STDA | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | | RBC EUROPE | GB | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001902_CT_STDA | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001903_CT_STDA | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001904_CT_STDA | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001905_CT_STDA | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001906_CT_STDA | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001907_CT_STDA | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001908_CT_STDA | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001909_CT_STDA | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A.

| LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001910_CT_STDA | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001911_CT_STDA | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001912_CT_STDA | G8ZTNESVNKW4NN761W05 | | KVK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Other financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001913_CT_STDA | X3CZP3CK64YBHON1LE12 | | KVK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001914_CT_STDA | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001915_CT_STDA | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001916_CT_STDA | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001917_CT_STDA | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001918_CT_STDA | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001919_CT_STDA | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001920_CT_STDA | 7H6GLXDRUGQFU57RNE97 | | KVK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001921_CT_STDA | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON - MASSACHUSETTS | US | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001922_CT_STDA | SI5RG2M0WQQLZCXKRM20 | | | ES0113860A34 | SAB SM EQUITY | Sabadell | ES | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001709_CT_STDA | 969500XCSBJ69XGNZ328 | | | | | SEMYRHAMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001710_CT_STDA | 969500FJUGIPLYLEEC76 | | | | | ARTEMIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001711_CT_STDA | 9695008MET09TEOXJ173 | | | | | COMPAGNIE DE CORNOUAILLE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001712_CT_STDA | 969500CVFTUT88V8QN95 | | | | | DASSAULT AVIATION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001713_CT_STDA | 969500LEKCHH6VV86P94 | | | | | BOLLORE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001714_CT_STDA | 969500UX71LCE8MAY492 | | | | | ELIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001715_CT_STDA | 969500519GPPQNAMTH05 | | | | | B S A FINANCES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001716_CT_STDA | 969500W55UQUHWOSRB80 | | | | | EUROSIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001717_CT_STDA | 969500LHIH3NT7PK1V89 | | | | | ORPEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001718_CT_STDA | 969500OGZDTIIRLRQU17 | | | | | BOUYGUES IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001719_CT_STDA | 969500SWRDP1AYZYDX76 | | | | | SCDM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001720_CT_STDA | 9695007Q9M1S87XUJV47 | | | | | BOUYGUES TELECOM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001721_CT_STDA | 9695001VLC2KYXX0DW73 | | | | | COMPAGNIE PLASTIC OMNIUM | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001722_CT_STDA | 549300JQIZM6CL7POC81 | | | | | SUEZ | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001723_CT_STDA | 969500IKZVNVMKPAY661 | | | | | RUBIS ENERGIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001724_CT_STDA | 969500PWCKUA6QNO8Y23 | | | | | MOTIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001725_CT_STDA | 5493001EZOOA66PTBR68 | | | | | ATOS SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001726_CT_STDA | 969500WQFC6OAQYG7E65 | | | | | TELEVISION FRANCAISE 1 | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001727_CT_STDA | 9695007JOO3V2B0GMP47 | | | | | DECATHLON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001728_CT_STDA | 96950065LBWY0APQIM86 | | | | | DASSAULT SYSTEMES SE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001729_CT_STDA | 969500OQXKE5WDM9M994 | | | | | EIFFAGE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001730_CT_STDA | 969500R1521NUCTKXK79 | | | | | FONCIERE DE PARIS SIIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001731_CT_STDA | 969500IL7U7UEI5ZYJ34 | | | | | BOUYGUES CONSTRUCTION | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001732_CT_STDA | 969500Q3PFE0726VMU34 | | | | | EIFFARIE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001733_CT_STDA | 969500C656AA39O94N60 | | | | | EURAZEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001734_CT_STDA | 969500ICGCY1PD6OT783 | | | | | ALTAREA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001735_CT_STDA | 969500EGYS5J8YJ6P956 | | | | | HAVAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001736_CT_STDA | 96950002Y0OVJGF76078 | | | | | GROUPE KEOLIS SAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001737_CT_STDA | 969500SXUPEA7RX9OA51 | | | | | FONCIERE EURIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001738_CT_STDA | 969500LNLEL8KFXS7U25 | | | | | NEXITY LOGEMENT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001739_CT_STDA | 969500BRQONOTJS0UN50 | | | | | ANF IMMOBILIER | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001740_CT_STDA | 96950089H376W9LB3649 | | | | | RUBIS TERMINAL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001741_CT_STDA | 9695005PEG4IL375U849 | | | | | FINANCIERE DE L ODET | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001742_CT_STDA | 9695006S0DLX9E1R1142 | | | | | TECHNIP FRANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001743_CT_STDA | 969500P1T9REJ2Y8HS19 | | | | | LISEA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001744_CT_STDA | 96950089OR2LOR1SM021 | | | | | GROUPE ARNAULT | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001745_CT_STDA | 549300TPMBM6S3XOIF71 | | | | | GROUPE ADEO | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001746_CT_STDA | 969500HXH031HJIFGL63 | | | | | PEUGEOT CITROEN AUTOMOBILES SA | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001747_CT_STDA | 969500N2QX5LGFFZ0I67 | | | | | FONCIERE DES MURS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001748_CT_STDA | 529900FWTU88V844B672 | | | | | TOTAL TREASURY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001749_CT_STDA | 969500WEPS61H6TJM037 | | | | | KORIAN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001750_CT_STDA | 969500S7Q366PZ8ZJS72 | | | | | IPSEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001751_CT_STDA | 969500QQ1X5XHG649644 | | | | | VIRBAC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001752_CT_STDA | 969500T0V37NV3M8PR58 | | | | | ALTRAN TECHNOLOGIES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001753_CT_STDA | 969500TPU5T3HA5D1F11 | | | | | BUREAU VERITAS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001754_CT_STDA | 9695004GI61FHFFNRG61 | | | | | TELEPERFORMANCE | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001755_CT_STDA | 549300AK8Y0LBIQ4T071 | | | | | BIOMERIEUX | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001756_CT_STDA | 969500C1KK5OLNWK1S69 | | | | | INGENICO GROUP | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001757_CT_STDA | 969500UU4O58BR802Y55 | | | | | LISI | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001758_CT_STDA | 969500UR00DF63I0VH67 | | | | | BIC | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001759_CT_STDA | | | | FR0013269123 | | RUBIS | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001760_CT_STDA | | | | FR0000071946 | | ALTEN | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001761_CT_STDA | 9695005MEI7OUPU2TR60 | | | FR0010918292 | | TECHNICOLOR | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001762_CT_STDA | 9695007ZEQ7M0OE74G82 | | | | | EUROTUNNEL | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001763_CT_STDA | 9695000UMPNY21KKDO98 | | | | | BOIRON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001764_CT_STDA | | | | FR0000052292 | | HERMES | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001765_CT_STDA | 969500M1XNLOXJ9HOI75 | | | | | COMPAGNIE FINANCIERE DE BOURBON | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001766_CT_STDA | 969500D830K8WFLKFS83 | | | | | SOMFY | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001767_CT_STDA | 96950018NOMJX5XRH047 | | | | | METROPOLE TV | FR | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001923_CT_STDA | 969500GVS02SJYG9S632 | | | | | CARREFOUR BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001924_CT_STDA | 96950001WI712W7PQG45 | | | | | RCI BANQUE | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach IN_0001925_CT_STDA | 969500E07BR6468F5910 | | | | | ONEY BANK | FR | Institutions sample | Credit institutions | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001769_CT_STDA | 52990050M4WPD32PHG16 | 2835109-6 | | | | C&F International GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001770_CT_STDA | 1AW6P2GG0FOINEBZUQ05 | 2677262-4 | | | | Vodafone Kabel Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach LC_0001771_CT_STDA | 5299006EQ03K3SSUYS12 | 2653513-8 | | | | Metro AG | DE | Large corporate sample | Non-financial corporations | Exposures other than specialised lending | Not applicable | Credit risk, Counterparty credit risk and free deliveries | Standardised approach C 102.00 - Definition of Low Default Portfolios Portfolio ID | Portfolio name | Type of risk | Regulatory approach | Geographical area | Rating | Exposure class | Sector of counterparty | Default status | Type of facility | Collateralisation status | Collateral type | Counterparty | Size of counterparty | NACE code | Type of exposure | Size of exposure | Indexed Loan to value range | Balance sheet recognition ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 INST_ALL_0003_CT_FIRB_x0_R01_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R02_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R03_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R04_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R05_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R06_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R07_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R08_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R09_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R10_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R11_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R12_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R13_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R14_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R15_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R16_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R17_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R18_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R19_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R20_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R21_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R22_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R23_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R24_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R25_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R26_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R27_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R28_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R29_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R30_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R31_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R32_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R33_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R34_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R35_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R36_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R37_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R38_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R39_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R40_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R41_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R42_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R43_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R44_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R45_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R46_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R47_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R48_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R49_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R50_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R51_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R52_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R53_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R54_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R55_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R56_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R57_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R58_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R59_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R60_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R61_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R62_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R63_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R64_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R65_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R66_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R67_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R68_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R69_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Institutions | Not applicable | Non-defaulted |

Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R70_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R71_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R72_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R73_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R74_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R75_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R76_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R77_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R78_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R79_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R80_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R81_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R82_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R83_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R84_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R85_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R86_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R87_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R88_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R89_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R90_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R91_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R92_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R93_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R94_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R95_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R96_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R97_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R98_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_R99_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_CIN_0003_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0155_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0116_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0117_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0118_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0119_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0120_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0121_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0122_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0012_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0013_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0014_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0015_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn committed other credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0016_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0017_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0018_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0019_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0020_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Full risk (100%) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0003_CT_FIRB_AT_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_AU_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_BE_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_BG_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_BR_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_CA_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_CH_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_CN_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_CY_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_CZ_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_DE_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_DK_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_EE_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_ES_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_FI_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_FR_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_GB_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_GR_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_HK_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_HR_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_HU_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_IE_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_IL_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_IT_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_JP_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_KR_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_LT_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_LU_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_LV_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_MT_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_NL_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_NO_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_PL_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_PT_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_RO_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_RU_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_SE_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_SG_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_SI_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_SK_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_TR_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_US_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x2_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R01_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R02_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R03_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R04_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R05_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R06_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R07_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R08_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R09_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R10_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R11_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R12_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R13_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R14_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R15_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R16_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R17_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R18_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R19_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R20_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R21_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R22_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R23_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R24_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R25_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R26_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R27_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R28_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R29_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R30_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R31_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R32_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R33_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R34_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R35_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R36_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R37_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R38_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R39_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R40_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R41_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R42_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R43_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R44_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R45_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R46_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R47_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R48_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R49_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R50_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R51_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R52_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R53_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R54_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R55_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R56_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R57_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R58_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R59_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R60_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R61_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R62_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R63_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R64_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R65_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R66_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R67_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R68_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R69_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R70_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R71_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R72_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R73_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R74_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R75_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R76_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R77_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R78_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R79_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R80_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R81_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R82_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R83_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R84_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R85_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R86_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R87_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R88_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R89_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R90_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R91_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R92_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R93_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R94_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R95_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R96_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R97_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R98_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x0_R99_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0022_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0123_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0125_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0127_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0128_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0130_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0133_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0135_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0136_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0031_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0032_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0033_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0034_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn committed other credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0035_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0036_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0037_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0038_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0039_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Full risk (100%) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0040_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_NFC_0040_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_AT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_AU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_BE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_BG_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_BR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_CA_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_CH_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_CN_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_CY_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_CZ_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_DE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_DK_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_EE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_ES_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_FI_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_FR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_GB_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_GR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_HK_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_HR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_HU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_IE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_IL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_IT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_JP_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_KR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_LT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_LU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_LV_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_MT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_NL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_NO_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_PL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_PT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_RO_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_RU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_SE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_SG_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_SI_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_SK_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_TR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_US_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_FIRB_x2_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_OFC_0040_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_OFC_0043_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_OFC_0046_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R01_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R02_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R03_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R04_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R05_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R06_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R07_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R08_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R09_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R10_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R11_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R12_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R13_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R14_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R15_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R16_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R17_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R18_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R19_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R20_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R21_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R22_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R23_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R24_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R25_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R26_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R27_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R28_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R29_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R30_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R31_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R32_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R33_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R34_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R35_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R36_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R37_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R38_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R39_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R40_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R41_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R42_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R43_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R44_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R45_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R46_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R47_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R48_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R49_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R50_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R51_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R52_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R53_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R54_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R55_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R56_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R57_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R58_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R59_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R60_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R61_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R62_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R63_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R64_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R65_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R66_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R67_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R68_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R69_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R70_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R71_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R72_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R73_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R74_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R75_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R76_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R77_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R78_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R79_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R80_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R81_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R82_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R83_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R84_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R85_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R86_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R87_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R88_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R89_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R90_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R91_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R92_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R93_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R94_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R95_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R96_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R97_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R98_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_R99_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_CIN_0003_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0155_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0116_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0117_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0118_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0119_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0120_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral:

Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0121_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0122_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0012_CT_AIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0013_CT_AIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0014_CT_AIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0015_CT_AIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn committed other credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0016_CT_AIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0017_CT_AIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0018_CT_AIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0019_CT_AIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0020_CT_AIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Full risk (100%) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0003_CT_AIRB_AT_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_AU_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_BE_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_BG_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_BR_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_CA_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_CH_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_CN_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_CY_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_CZ_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_DE_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_DK_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_EE_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_ES_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_FI_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_FR_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_GB_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_GR_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_HK_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_HR_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_HU_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_IE_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_IL_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_IT_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_JP_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_KR_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_LT_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_LU_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_LV_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_MT_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_NL_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_NO_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_PL_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_PT_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_RO_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_RU_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_SE_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_SG_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_SI_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_SK_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_TR_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_US_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x2_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R01_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R02_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R03_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R04_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R05_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R06_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R07_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R08_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R09_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R10_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R11_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R12_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R13_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R14_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R15_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R16_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R17_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R18_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R19_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R20_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R21_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R22_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R23_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R24_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R25_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R26_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R27_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R28_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R29_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R30_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R31_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R32_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R33_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R34_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R35_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R36_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R37_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R38_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R39_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R40_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R41_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R42_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R43_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R44_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R45_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R46_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R47_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R48_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R49_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R50_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R51_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R52_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R53_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R54_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R55_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R56_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R57_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R58_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R59_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R60_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R61_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R62_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R63_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R64_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R65_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R66_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R67_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R68_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R69_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R70_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R71_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R72_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R73_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R74_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R75_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R76_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R77_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R78_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R79_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R80_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R81_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R82_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R83_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R84_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R85_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R86_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R87_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R88_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R89_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R90_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R91_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R92_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R93_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R94_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R95_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R96_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R97_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R98_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x0_R99_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0022_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0123_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0125_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0127_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0128_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0130_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0133_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0135_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0136_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0031_CT_AIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0032_CT_AIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0033_CT_AIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0034_CT_AIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn committed other credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0035_CT_AIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0036_CT_AIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0037_CT_AIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0038_CT_AIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0039_CT_AIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Full risk (100%) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0040_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_NFC_0040_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_AT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_AU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_BE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_BG_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_BR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_CA_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_CH_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_CN_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_CY_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_CZ_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_DE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_DK_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_EE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_ES_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_FI_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_FR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_GB_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_GR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_HK_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_HR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_HU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_IE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_IL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_IT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_JP_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_KR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_LT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_LU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_LV_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_MT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_NL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_NO_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_PL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_PT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_RO_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_RU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_SE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_SG_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_SI_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_SK_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_TR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_US_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CT_AIRB_x2_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_OFC_0040_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_OFC_0043_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_OFC_0046_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0022_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0022_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0022_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0022_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0040_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0083_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0083_CR_FIRB_x0_Rx0_ALL | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0083_CC_FIRB_x0_Rx0_ALL | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0083_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0083_CR_AIRB_x0_Rx0_ALL | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0083_CC_AIRB_x0_Rx0_ALL | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0002_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0002_CR_FIRB_x0_Rx0_ALL | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0002_CC_FIRB_x0_Rx0_ALL | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0002_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0002_CR_AIRB_x0_Rx0_ALL | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0002_CC_AIRB_x0_Rx0_ALL | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CR_FIRB_x0_Rx0_ALL | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CC_FIRB_x0_Rx0_ALL | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CR_AIRB_x0_Rx0_ALL | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CC_AIRB_x0_Rx0_ALL | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0083_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0002_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0083_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0002_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0083_CR_FIRB_x0_Rx0_ALL | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0002_CR_FIRB_x0_Rx0_ALL | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CR_FIRB_x0_Rx0_ALL | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0083_CR_AIRB_x0_Rx0_ALL | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0002_CR_AIRB_x0_Rx0_ALL | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CR_AIRB_x0_Rx0_ALL | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0083_CC_FIRB_x0_Rx0_ALL | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0002_CC_FIRB_x0_Rx0_ALL | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CC_FIRB_x0_Rx0_ALL | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0083_CC_AIRB_x0_Rx0_ALL | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0002_CC_AIRB_x0_Rx0_ALL | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0003_CC_AIRB_x0_Rx0_ALL | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0084_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0084_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0084_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0084_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0084_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0084_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_GOV_0003_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_GOV_0003_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R01_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R02_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R03_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R04_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R05_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R06_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R07_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R08_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R09_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R10_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R11_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R12_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R13_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R14_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R15_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R16_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R17_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R18_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R19_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R20_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R21_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R22_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R23_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R24_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R25_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R26_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R27_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R28_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R29_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R30_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R31_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R32_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R33_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R34_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R35_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R36_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R37_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R38_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R39_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R40_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R41_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R42_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R43_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R44_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R45_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R46_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R47_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R48_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R49_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R50_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R51_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R52_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R53_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R54_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R55_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R56_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R57_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R58_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R59_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R60_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R61_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R62_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R63_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R64_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R65_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R66_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R67_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R68_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R69_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R70_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R71_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R72_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R73_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R74_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R75_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R76_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R77_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R78_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R79_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R80_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R81_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R82_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R83_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R84_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R85_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R86_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R87_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R88_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R89_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R90_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R91_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R92_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R93_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R94_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R95_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R96_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R97_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R98_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_R99_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_CBA_0003_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0155_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0116_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0117_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0118_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0119_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0120_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral:

Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0121_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0122_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0012_CT_FIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0013_CT_FIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0014_CT_FIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0015_CT_FIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Undrawn committed other credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0016_CT_FIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0017_CT_FIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0018_CT_FIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0019_CT_FIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0020_CT_FIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Full risk (100%) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0003_CT_FIRB_AT_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_AU_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_BE_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_BG_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_BR_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_CA_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_CH_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_CN_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_CY_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_CZ_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_DE_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_DK_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_EE_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_ES_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_FI_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_FR_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_GB_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_GR_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_HK_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_HR_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_HU_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_IE_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_IL_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_IT_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_JP_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_KR_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_LT_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_LU_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_LV_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_MT_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_NL_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_NO_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_PL_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_PT_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_RO_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_RU_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_SE_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_SG_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_SI_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_SK_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_TR_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_US_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x2_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R01_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R02_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R03_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R04_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R05_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R06_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R07_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R08_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R09_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R10_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R11_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R12_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R13_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R14_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R15_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R16_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R17_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R18_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R19_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R20_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R21_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R22_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R23_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R24_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R25_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R26_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R27_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R28_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R29_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R30_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R31_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R32_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R33_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R34_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R35_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R36_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R37_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R38_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R39_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R40_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R41_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R42_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R43_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R44_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R45_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R46_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R47_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R48_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R49_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R50_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R51_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R52_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R53_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R54_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R55_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R56_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R57_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R58_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R59_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R60_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R61_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R62_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R63_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R64_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R65_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB

approach | Not applicable | Rating 65 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R66_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R67_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R68_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R69_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R70_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R71_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R72_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R73_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R74_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R75_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R76_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R77_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R78_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R79_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R80_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R81_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R82_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R83_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R84_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R85_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R86_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R87_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R88_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R89_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R90_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R91_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R92_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R93_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R94_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R95_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R96_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R97_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R98_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x0_R99_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_CBA_0003_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Central banks | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0155_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0116_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0117_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0118_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0119_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0120_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0121_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0122_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0012_CT_AIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0013_CT_AIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0014_CT_AIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0015_CT_AIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Undrawn committed other credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0016_CT_AIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0017_CT_AIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0018_CT_AIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0019_CT_AIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0020_CT_AIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Full risk (100%) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0003_CT_AIRB_AT_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_AU_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_BE_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_BG_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_BR_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_CA_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_CH_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_CN_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_CY_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_CZ_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_DE_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_DK_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_EE_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_ES_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_FI_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_FR_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_GB_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_GR_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_HK_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_HR_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_HU_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_IE_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_IL_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_IT_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_JP_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_KR_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_LT_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_LU_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_LV_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_MT_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_NL_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_NO_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_PL_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_PT_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_RO_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_RU_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_SE_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_SG_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_SI_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_SK_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_TR_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_US_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_AIRB_x2_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_GOV_0003_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_GOV_0003_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_CIN_0003_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_CIN_0003_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0147_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0148_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0147_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0148_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0147_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0147_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0151_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0152_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0151_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0152_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0151_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0151_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0002_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_NFC_0003_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_AT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_AU_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_BE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_BG_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_BR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_CA_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_CH_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_CN_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_CY_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_CZ_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_DE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_DK_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_EE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_ES_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_FI_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_FR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_GB_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_GR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_HK_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_HR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_HU_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_IE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_IL_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_IT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_JP_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_KR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_LT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_LU_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_LV_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_MT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_NL_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_NO_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_PL_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_PT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_RO_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_RU_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_SE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_SG_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_SI_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_SK_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_TR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_US_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x2_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_OFC_0003_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0002_CR_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CR_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0002_CC_AIRB_x0_Rx0_ALL | Specialised lending | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CC_AIRB_x0_Rx0_ALL | Specialised lending | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0083_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0083_CR_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0083_CC_AIRB_x0_Rx0_ALL | Specialised lending | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0002_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_NFC_0003_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_AT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_AU_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_BE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_BG_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_BR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_CA_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_CH_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_CN_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_CY_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_CZ_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_DE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_DK_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_EE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_ES_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_FI_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_FR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_GB_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_GR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_HK_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_HR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_HU_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_IE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_IL_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_IT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_JP_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_KR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_LT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_LU_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_LV_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_MT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_NL_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_NO_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_PL_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_PT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_RO_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_RU_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_SE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_SG_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_SI_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_SK_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_TR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_US_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x2_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_OFC_0003_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0002_CR_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CR_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0002_CC_FIRB_x0_Rx0_ALL | Specialised lending | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CC_FIRB_x0_Rx0_ALL | Specialised lending | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0083_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0083_CR_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0083_CC_FIRB_x0_Rx0_ALL | Specialised lending | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0002_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_AT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | AT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_AU_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | AU | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_BE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | BE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_BG_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | BG | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_BR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | BR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_CA_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | CA | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_CH_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | CH | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_CN_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting

criteria | CN | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_CY_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | CY | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_CZ_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | CZ | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_DE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | DE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_DK_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | DK | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_EE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | EE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_ES_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | ES | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_FI_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | FI | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_FR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | FR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_GB_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | GB | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_GR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | GR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_HK_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | HK | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_HR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | HR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_HU_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | HU | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_IE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | IE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_IL_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | IL | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_IT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | IT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_JP_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | JP | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_KR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | KR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_LT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | LT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_LU_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | LU | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_LV_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | LV | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_MT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | MT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_NL_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | NL | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_NO_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | NO | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_PL_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | PL | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_PT_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | PT | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_RO_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | RO | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_RU_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | RU | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_SE_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | SE | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_SG_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | SG | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_SI_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | SI | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_SK_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | SK | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_TR_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | TR | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_US_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | US | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_SLSC_x2_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Other countries | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0002_CR_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CR_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0002_CC_SLSC_x0_Rx0_ALL | Specialised lending | Counterparty credit risk | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CC_SLSC_x0_Rx0_ALL | Specialised lending | Counterparty credit risk | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0083_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0083_CR_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0083_CC_SLSC_x0_Rx0_ALL | Specialised lending | Counterparty credit risk | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_Rx0_OTH | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Other GOVT_ALL_0003_CT_AIRB_x0_Rx0_OTH | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Other INST_ALL_0003_CT_AIRB_x0_Rx0_OTH | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Other INST_ALL_0003_CT_FIRB_x0_Rx0_OTH | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Other LCOR_ALL_0040_CT_AIRB_x0_Rx0_OTH | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Other LCOR_ALL_0040_CT_FIRB_x0_Rx0_OTH | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable | Other COSP_ALL_0003_CT_AIRB_x0_Rx0_OTH | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Other COSP_ALL_0003_CT_FIRB_x0_Rx0_OTH | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Other COSP_ALL_0003_CT_SLSC_x0_Rx0_OTH | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Other COSP_ALL_0003_CT_FIRB_x0_R01_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R02_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R03_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R04_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R05_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R06_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R07_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R08_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R09_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R10_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R11_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R12_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R13_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R14_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R15_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R16_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R17_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R18_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R19_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R20_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R21_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R22_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R23_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R24_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R25_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R26_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R27_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R28_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R29_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R30_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R31_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R32_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R33_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R34_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R35_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R36_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R37_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R38_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R39_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R40_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R41_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R42_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R43_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R44_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R45_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R46_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R47_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R48_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R49_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R50_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R51_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R52_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R53_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R54_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R55_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R56_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R57_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R58_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R59_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R60_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R61_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R62_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R63_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R64_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R65_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R66_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R67_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R68_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R69_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R70_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R71_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R72_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R73_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R74_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R75_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R76_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R77_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R78_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R79_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R80_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R81_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R82_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R83_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R84_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R85_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R86_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R87_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R88_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R89_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R90_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R91_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R92_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R93_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R94_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R95_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R96_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R97_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R98_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_FIRB_x0_R99_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R01_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R02_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R03_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R04_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R05_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R06_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R07_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R08_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R09_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R10_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R11_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R12_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R13_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R14_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R15_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R16_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Corporates - Specialised lending | Not applicable | Non-defaulted

| Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R17_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R18_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R19_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R20_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R21_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R22_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R23_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R24_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R25_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R26_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R27_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R28_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R29_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R30_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R31_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R32_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R33_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R34_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R35_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R36_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R37_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R38_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R39_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R40_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R41_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R42_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R43_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R44_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R45_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R46_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R47_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R48_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R49_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R50_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R51_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R52_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R53_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R54_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R55_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R56_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R57_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R58_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R59_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R60_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R61_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R62_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R63_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R64_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R65_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R66_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R67_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R68_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R69_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R70_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R71_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R72_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R73_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R74_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R75_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R76_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R77_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R78_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R79_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R80_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R81_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R82_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R83_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R84_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R85_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R86_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R87_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R88_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R89_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R90_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R91_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R92_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R93_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R94_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R95_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R96_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R97_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R98_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0003_CT_AIRB_x0_R99_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0214_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Project finance | Not applicable | Not applicable | Not applicable COSP_ALL_0214_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Project finance | Not applicable | Not applicable | Not applicable COSP_ALL_0214_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Project finance | Not applicable | Not applicable | Not applicable COSP_ALL_0217_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate | Not applicable | Not applicable | Not applicable COSP_ALL_0217_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate | Not applicable | Not applicable | Not applicable COSP_ALL_0217_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate | Not applicable | Not applicable | Not applicable COSP_ALL_0215_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Object finance | Not applicable | Not applicable | Not applicable COSP_ALL_0215_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Object finance | Not applicable | Not applicable | Not applicable COSP_ALL_0215_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Object finance | Not applicable | Not applicable | Not applicable COSP_ALL_0216_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - commodities finance | Not applicable | Not applicable | Not applicable COSP_ALL_0216_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - commodities finance | Not applicable | Not applicable | Not applicable COSP_ALL_0216_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - commodities finance | Not applicable | Not applicable | Not applicable COSP_ALL_0012_CT_FIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0013_CT_FIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0014_CT_FIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0015_CT_FIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn committed other credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0016_CT_FIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0017_CT_FIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0018_CT_FIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0019_CT_FIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0020_CT_FIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Full risk (100%) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0012_CT_AIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0013_CT_AIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0014_CT_AIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0015_CT_AIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn committed other credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0016_CT_AIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0017_CT_AIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0018_CT_AIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0019_CT_AIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0020_CT_AIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Full risk (100%) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0012_CT_SLSC_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not

applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0013_CT_SLSC_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0014_CT_SLSC_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0015_CT_SLSC_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn committed other credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0016_CT_SLSC_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0017_CT_SLSC_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0018_CT_SLSC_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0019_CT_SLSC_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0020_CT_SLSC_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Full risk (100%) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0155_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0116_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0117_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0118_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0119_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0120_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0121_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0122_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0155_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0116_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0117_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0118_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0119_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0120_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0121_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0122_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0147_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0147_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0151_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0151_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0155_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0116_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0117_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0118_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0119_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0120_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0121_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0122_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0147_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0151_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_HOU_0040_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Household | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_HOU_0040_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Household | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_HOU_0003_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Household | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_HOU_0003_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Household | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_NFC_0003_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_OFC_0003_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_HOU_0003_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Household | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0156_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0157_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0156_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0157_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0156_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0157_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0156_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0157_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0156_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0157_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0156_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0157_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0158_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0158_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0158_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0158_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0158_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0158_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0159_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0160_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0159_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0160_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0161_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0161_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0159_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0160_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0159_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0160_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0161_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0161_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0159_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0160_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0159_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0160_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0161_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0161_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0218_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Eligible covered bonds | Not applicable | Not applicable | Not applicable INST_ALL_0218_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Eligible covered bonds | Not applicable | Not applicable | Not applicable INST_ALL_0219_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Other than eligible covered bonds | Not applicable | Not applicable | Not applicable INST_ALL_0219_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Other than eligible covered bonds | Not applicable | Not applicable | Not applicable INST_GOV_0043_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_GOV_0043_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_GOV_0043_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_GOV_0043_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_GOV_0046_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_GOV_0046_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_GOV_0046_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_GOV_0046_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0003_CT_FIRB_x0_Rx0_ONX | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items GOVT_ALL_0003_CT_AIRB_x0_Rx0_ONX | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items INST_ALL_0003_CT_AIRB_x0_Rx0_ONX | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items INST_ALL_0003_CT_FIRB_x0_Rx0_ONX | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items LCOR_ALL_0040_CT_AIRB_x0_Rx0_ONX | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items LCOR_ALL_0040_CT_FIRB_x0_Rx0_ONX | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items COSP_ALL_0003_CT_AIRB_x0_Rx0_ONX | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items COSP_ALL_0003_CT_FIRB_x0_Rx0_ONX | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items COSP_ALL_0003_CT_SLSC_x0_Rx0_ONX | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items GOVT_ALL_0003_CT_FIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items GOVT_ALL_0003_CT_AIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0003_CT_AIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items INST_ALL_0003_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0040_CT_AIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items LCOR_ALL_0040_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0003_CT_AIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0003_CT_FIRB_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0003_CT_SLSC_x0_Rx0_OFF | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items COSP_ALL_0162_CT_FIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0162_CT_AIRB_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0162_CT_SLSC_x0_Rx0_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Not applicable | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0162_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0163_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable INST_ALL_0162_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LCOR_ALL_0163_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0162_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GOVT_ALL_0162_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable COSP_ALL_0214_CT_SLSC_x0_R01_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 1 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Project finance | Not applicable | Not applicable | Not applicable COSP_ALL_0217_CT_SLSC_x0_R01_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 1 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate | Not applicable | Not applicable | Not applicable COSP_ALL_0215_CT_SLSC_x0_R01_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 1 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Object finance | Not applicable | Not applicable | Not applicable COSP_ALL_0216_CT_SLSC_x0_R01_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 1 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - commodities finance | Not applicable | Not applicable | Not applicable COSP_ALL_0214_CT_SLSC_x0_R02_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 2 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Project finance | Not applicable | Not applicable | Not applicable COSP_ALL_0217_CT_SLSC_x0_R02_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 2 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate | Not applicable | Not applicable | Not applicable COSP_ALL_0215_CT_SLSC_x0_R02_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 2 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Object finance | Not applicable | Not applicable | Not applicable COSP_ALL_0216_CT_SLSC_x0_R02_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 2 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - commodities finance | Not applicable | Not applicable | Not applicable COSP_ALL_0214_CT_SLSC_x0_R03_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 3 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Project finance | Not applicable | Not applicable | Not applicable COSP_ALL_0217_CT_SLSC_x0_R03_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 3 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate | Not applicable | Not applicable | Not applicable COSP_ALL_0215_CT_SLSC_x0_R03_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 3 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Object finance | Not applicable | Not applicable | Not applicable COSP_ALL_0216_CT_SLSC_x0_R03_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 3 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - commodities finance | Not applicable | Not applicable | Not applicable COSP_ALL_0214_CT_SLSC_x0_R04_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 4 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Project finance | Not applicable | Not applicable | Not applicable COSP_ALL_0217_CT_SLSC_x0_R04_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 4 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate | Not applicable | Not applicable | Not applicable COSP_ALL_0215_CT_SLSC_x0_R04_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 4 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Object finance | Not applicable | Not applicable | Not applicable COSP_ALL_0216_CT_SLSC_x0_R04_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 4 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - commodities finance | Not applicable | Not applicable | Not applicable COSP_ALL_0214_CT_SLSC_x0_R05_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 5 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Project finance | Not applicable | Not applicable | Not applicable COSP_ALL_0217_CT_SLSC_x0_R05_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 5 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate | Not applicable | Not applicable | Not applicable COSP_ALL_0215_CT_SLSC_x0_R05_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 5 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Object finance | Not applicable | Not applicable | Not applicable COSP_ALL_0216_CT_SLSC_x0_R05_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 5 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - commodities finance | Not applicable | Not applicable | Not applicable COSP_ALL_0214_CT_SLSC_x0_R06_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 6 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Project finance | Not applicable | Not applicable | Not applicable COSP_ALL_0217_CT_SLSC_x0_R06_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 6 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate | Not applicable | Not applicable | Not applicable COSP_ALL_0215_CT_SLSC_x0_R06_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 6 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Object finance | Not applicable | Not applicable | Not applicable COSP_ALL_0216_CT_SLSC_x0_R06_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 6 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - commodities finance | Not applicable | Not applicable | Not applicable COSP_ALL_0214_CT_SLSC_x0_R07_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 7 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Project finance | Not applicable | Not applicable | Not applicable COSP_ALL_0217_CT_SLSC_x0_R07_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 7 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate | Not applicable | Not applicable | Not applicable COSP_ALL_0215_CT_SLSC_x0_R07_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 7 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Object finance | Not applicable | Not applicable | Not applicable COSP_ALL_0216_CT_SLSC_x0_R07_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 7 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - commodities finance | Not applicable | Not applicable | Not applicable COSP_ALL_0214_CT_SLSC_x0_R08_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 8 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Project finance | Not applicable | Not applicable | Not applicable COSP_ALL_0217_CT_SLSC_x0_R08_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 8 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate | Not applicable | Not applicable | Not applicable COSP_ALL_0215_CT_SLSC_x0_R08_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 8 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - Object finance | Not applicable | Not applicable | Not applicable COSP_ALL_0216_CT_SLSC_x0_R08_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 8 | Corporates - Specialised lending | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Specialised lending exposures - commodities finance | Not applicable | Not applicable | Not applicable C 103.00 - Definition of High Default Portfolios Portfolio ID | Portfolio name | Type of risk | Regulatory approach | Geographical area | Rating | Exposure class | Sector of counterparty | Default status | Type of facility | Collateralisation status | Collateral type | Counterparty | Size of counterparty | NACE code | Type of exposures | Size of exposure | Indexed Loan to value range | Balance sheet recognition ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 CORP_ALL_0085_CT_AIRB_x0_Rx0_ALL | CORP Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0088_CT_AIRB_x0_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0087_CT_AIRB_x0_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0164_CT_AIRB_x0_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Nace 1 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0093_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AT_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_AU_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BE_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BG_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_BR_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CA_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CH_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CN_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CY_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_CZ_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DE_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_DK_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_EE_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_ES_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FI_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_FR_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GB_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_GR_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HK_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HR_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_HU_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IE_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IL_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_IT_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_JP_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_KR_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LT_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LU_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_LV_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_MT_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NL_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_NO_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PL_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_PT_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RO_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_RU_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SE_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SG_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SI_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_SK_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_TR_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_US_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0094_CT_AIRB_x2_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0096_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0095_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0099_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Bucket 1 | Not applicable MORT_ALL_0100_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | bucket 2 | Not applicable MORT_ALL_0101_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | bucket 3 | Not applicable MORT_ALL_0102_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | bucket 4 | Not applicable MORT_ALL_0103_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | bucket 5 | Not applicable MORT_ALL_0104_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | bucket 6 | Not applicable MORT_ALL_0165_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | bucket 7 | Not applicable SMEC_ALL_0105_CT_AIRB_x0_Rx0_ALL | SMEC Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0108_CT_AIRB_x0_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0107_CT_AIRB_x0_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0166_CT_AIRB_x0_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 1 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0105_CT_AIRB_x0_Rx0_ALL | Other retail SME Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x0_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AT_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_AU_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BE_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BG_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_BR_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CA_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CH_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CN_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CY_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_CZ_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DE_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_DK_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_EE_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_ES_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FI_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_FR_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GB_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_GR_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HK_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HR_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_HU_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IE_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IL_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_IT_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_JP_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_KR_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LT_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LU_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_LV_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_MT_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NL_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_NO_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PL_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_PT_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RO_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_RU_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SE_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SG_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SI_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_SK_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_TR_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_US_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0106_CT_AIRB_x2_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0108_CT_AIRB_x0_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0107_CT_AIRB_x0_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0085_CT_FIRB_x0_Rx0_ALL | CORP Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_Rx0_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0088_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0087_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0164_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 1 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0105_CT_FIRB_x0_Rx0_ALL | SMEC Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x0_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AT_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_AU_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BE_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BG_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_BR_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CA_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CH_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CN_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CY_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_CZ_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DE_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_DK_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_EE_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_ES_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FI_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_FR_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GB_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_GR_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HK_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HR_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_HU_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IE_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IL_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_IT_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_JP_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_KR_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LT_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LU_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_LV_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_MT_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NL_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_NO_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PL_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_PT_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RO_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_RU_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SE_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SG_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SI_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_SK_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_TR_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_US_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_FIRB_x2_Rx0_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0108_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0107_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0166_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 1 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0113_CT_AIRB_x0_Rx0_ALL | CORP | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0114_CT_AIRB_x0_Rx0_ALL | Mortgages non SME | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0115_CT_AIRB_x0_Rx0_ALL | SMEC | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0115_CT_AIRB_x0_Rx0_ALL | Other retail SME | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0113_CT_FIRB_x0_Rx0_ALL | CORP | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0115_CT_FIRB_x0_Rx0_ALL | SMEC | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_Rx0_ONX | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | On-balance sheet items MORT_ALL_0094_CT_AIRB_x0_Rx0_ONX | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | On-balance sheet items SMEC_ALL_0106_CT_AIRB_x0_Rx0_ONX | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | On-balance sheet items SMOT_ALL_0106_CT_AIRB_x0_Rx0_ONX | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | On-balance sheet items CORP_ALL_0086_CT_FIRB_x0_Rx0_ONX | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | On-balance sheet items SMEC_ALL_0106_CT_FIRB_x0_Rx0_ONX | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | On-balance sheet items CORP_ALL_0086_CT_AIRB_x0_Rx0_OFF | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Off-balance sheet items MORT_ALL_0094_CT_AIRB_x0_Rx0_OFF | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Off-balance sheet items SMEC_ALL_0106_CT_AIRB_x0_Rx0_OFF | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Off-balance sheet items SMOT_ALL_0106_CT_AIRB_x0_Rx0_OFF | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Off-balance sheet items CORP_ALL_0086_CT_FIRB_x0_Rx0_OFF | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Off-balance sheet items SMEC_ALL_0106_CT_FIRB_x0_Rx0_OFF | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Off-balance sheet items CORP_ALL_0086_CT_AIRB_x0_Rx0_OTH | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Other MORT_ALL_0094_CT_AIRB_x0_Rx0_OTH | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Other SMEC_ALL_0106_CT_AIRB_x0_Rx0_OTH | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Other SMOT_ALL_0106_CT_AIRB_x0_Rx0_OTH | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Other CORP_ALL_0086_CT_FIRB_x0_Rx0_OTH | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Other SMEC_ALL_0106_CT_FIRB_x0_Rx0_OTH | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Other CORP_ALL_0166_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 2 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0167_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 2 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0166_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 2 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0167_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 2 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0168_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 3 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0169_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 3 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0168_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 3 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0169_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 3 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0170_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 4 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0171_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 4 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0170_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 4 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0171_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 4 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0172_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 5 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0173_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 5 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0172_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 5 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0173_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 5 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0174_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 6 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0175_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 6 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0174_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 6 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0175_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 6 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0176_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 7 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0177_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 7 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0176_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 7 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0177_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 7 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0178_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0179_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0180_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0181_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0182_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0183_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0184_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0185_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0186_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0178_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0179_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0180_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0181_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0182_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0183_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0184_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0185_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0186_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0187_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0188_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0189_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0190_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0191_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0192_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0193_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0194_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0195_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0187_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0188_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0189_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0190_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0191_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0192_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0193_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0194_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0195_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0187_CT_AIRB_x0_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0188_CT_AIRB_x0_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0196_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0197_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral:

Receivables | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0198_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0199_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0200_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0201_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0202_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0203_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable MORT_ALL_0204_CT_AIRB_x0_Rx0_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0191_CT_AIRB_x0_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0192_CT_AIRB_x0_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0193_CT_AIRB_x0_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0194_CT_AIRB_x0_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMOT_ALL_0195_CT_AIRB_x0_Rx0_ALL | Other retail SME Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0205_CT_AIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 8 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0206_CT_AIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 8 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0205_CT_FIRB_x0_Rx0_ALL | CORP Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Nace 8 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0206_CT_FIRB_x0_Rx0_ALL | SMEC Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Nace 8 | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0105_CT_AIRB_x0_Rx0_ALL | Mortgages SME Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AT_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_AU_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BE_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BG_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_BR_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CA_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CH_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CN_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CY_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_CZ_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DE_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_DK_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_EE_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_ES_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FI_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_FR_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GB_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_GR_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HK_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HR_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_HU_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IE_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IL_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_IT_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_JP_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_KR_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LT_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LU_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_LV_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_MT_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NL_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_NO_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PL_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_PT_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RO_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_RU_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SE_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SG_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SI_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_SK_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_TR_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_US_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x2_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0108_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0107_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0207_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Bucket 1 | Not applicable RSMS_ALL_0208_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | bucket 2 | Not applicable RSMS_ALL_0209_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | bucket 3 | Not applicable RSMS_ALL_0210_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | bucket 4 | Not applicable RSMS_ALL_0211_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | bucket 5 | Not applicable RSMS_ALL_0212_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | bucket 6 | Not applicable RSMS_ALL_0213_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | bucket 7 | Not applicable RSMS_ALL_0115_CT_AIRB_x0_Rx0_ALL | Mortgages SME | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0106_CT_AIRB_x0_Rx0_ONX | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | On-balance sheet items RSMS_ALL_0106_CT_AIRB_x0_Rx0_OFF | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Off-balance sheet items RSMS_ALL_0106_CT_AIRB_x0_Rx0_OTH | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Other RSMS_ALL_0187_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0188_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0189_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0190_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0191_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0192_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0193_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0194_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RSMS_ALL_0195_CT_AIRB_x0_Rx0_ALL | Mortgages SME non Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0093_CT_AIRB_x0_Rx0_ALL | Other retail non-SME Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AT_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_AU_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BE_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BG_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_BR_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CA_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CH_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CN_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CY_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_CZ_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DE_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_DK_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_EE_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_ES_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FI_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_FR_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GB_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_GR_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HK_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HR_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_HU_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IE_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IL_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_IT_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_JP_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_KR_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LT_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LU_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_LV_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_MT_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NL_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_NO_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PL_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_PT_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RO_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_RU_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SE_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SG_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SI_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_SK_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_TR_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_US_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x2_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0096_CT_AIRB_x0_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0095_CT_AIRB_x0_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0114_CT_AIRB_x0_Rx0_ALL | Other retail non-SME | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0094_CT_AIRB_x0_Rx0_ONX | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | On-balance sheet items RETO_ALL_0094_CT_AIRB_x0_Rx0_OFF | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Off-balance sheet items RETO_ALL_0094_CT_AIRB_x0_Rx0_OTH | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Other RETO_ALL_0196_CT_AIRB_x0_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0197_CT_AIRB_x0_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0200_CT_AIRB_x0_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0201_CT_AIRB_x0_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0202_CT_AIRB_x0_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0203_CT_AIRB_x0_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RETO_ALL_0204_CT_AIRB_x0_Rx0_ALL | Other retail non-SME non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - No SME - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0093_CT_AIRB_x0_Rx0_ALL | QRRE Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AT_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_AU_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BE_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BG_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_BR_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CA_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CH_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CN_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CY_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_CZ_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DE_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_DK_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_EE_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_ES_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FI_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_FR_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GB_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_GR_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HK_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HR_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_HU_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IE_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IL_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_IT_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_JP_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_KR_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LT_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LU_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_LV_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_MT_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NL_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_NO_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PL_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_PT_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RO_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_RU_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SE_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SG_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SI_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_SK_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_TR_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_US_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x2_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0096_CT_AIRB_x0_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0095_CT_AIRB_x0_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0114_CT_AIRB_x0_Rx0_ALL | QRRE | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0094_CT_AIRB_x0_Rx0_ONX | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | On-balance sheet items RQRR_ALL_0094_CT_AIRB_x0_Rx0_OFF | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Off-balance sheet items RQRR_ALL_0094_CT_AIRB_x0_Rx0_OTH | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Other RQRR_ALL_0196_CT_AIRB_x0_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0197_CT_AIRB_x0_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral:

Receivables | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0200_CT_AIRB_x0_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0201_CT_AIRB_x0_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0202_CT_AIRB_x0_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0203_CT_AIRB_x0_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Credit derivatives | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable RQRR_ALL_0204_CT_AIRB_x0_Rx0_ALL | QRRE Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Retail - Qualifying revolving | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Guarantees | Not applicable | Not applicable | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln.

and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x0_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AT_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_AU_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BE_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BG_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_BR_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CA_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CH_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CN_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CY_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_CZ_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DE_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_DK_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_EE_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_ES_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FI_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_FR_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GB_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_GR_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HK_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HR_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_HU_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IE_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IL_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_IT_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_JP_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_KR_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LT_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LU_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_LV_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_MT_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NL_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_NO_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PL_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_PT_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RO_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_RU_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SE_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SG_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SI_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_SK_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_TR_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_US_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_AIRB_x2_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R01_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 1 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R02_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 2 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R03_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 3 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R04_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 4 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R05_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 5 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R06_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 6 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R07_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 7 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R08_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 8 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R09_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 9 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R10_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 10 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R11_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 11 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R12_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 12 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R13_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 13 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R14_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 14 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R15_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 15 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R16_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 16 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R17_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 17 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R18_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 18 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R19_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 19 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R20_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 20 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R21_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 21 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R22_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 22 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R23_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 23 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R24_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 24 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R25_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 25 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R26_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 26 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R27_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 27 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R28_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 28 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R29_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 29 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R30_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 30 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R31_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 31 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R32_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 32 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R33_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 33 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R34_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 34 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R35_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 35 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R36_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 36 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R37_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 37 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R38_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 38 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R39_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 39 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R40_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 40 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R41_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 41 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R42_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 42 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R43_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 43 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R44_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 44 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R45_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 45 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R46_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 46 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R47_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 47 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R48_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 48 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R49_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 49 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R50_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 50 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R51_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 51 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R52_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 52 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R53_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 53 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R54_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 54 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R55_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 55 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R56_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 56 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R57_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 57 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R58_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 58 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R59_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 59 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R60_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 60 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R61_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 61 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R62_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 62 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R63_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 63 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R64_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 64 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R65_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 65 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R66_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 66 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R67_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 67 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R68_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 68 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R69_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 69 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R70_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 70 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R71_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 71 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R72_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 72 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R73_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 73 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R74_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 74 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R75_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 75 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R76_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 76 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R77_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 77 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R78_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 78 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R79_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 79 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R80_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 80 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R81_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 81 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R82_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 82 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R83_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 83 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R84_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 84 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R85_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 85 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R86_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 86 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R87_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 87 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R88_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 88 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R89_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 89 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R90_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 90 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R91_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 91 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R92_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 92 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R93_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 93 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R94_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 94 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R95_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 95 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R96_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 96 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R97_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 97 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R98_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 98 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x0_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AT_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_AU_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BE_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BG_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_BR_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CA_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CH_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CN_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CY_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_CZ_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DE_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_DK_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_EE_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_ES_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FI_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_FR_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GB_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_GR_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HK_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HR_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_HU_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IE_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IL_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_IT_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_JP_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_KR_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LT_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LU_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_LV_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_MT_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NL_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_NO_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PL_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_PT_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RO_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_RU_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SE_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SG_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SI_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_SK_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_TR_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_US_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable CORP_ALL_0086_CT_FIRB_x2_R99_ALL | CORP Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Rating 99 | Corporates - No SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln. and <=EUR 200 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R01_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 1 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R02_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 2 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R03_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 3 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R04_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 4 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R05_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 5 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R06_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 6 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R07_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 7 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R08_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 8 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R09_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 9 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R10_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 10 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R11_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 11 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R12_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 12 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R13_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 13 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R14_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 14 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R15_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 15 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R16_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 16 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R17_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 17 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R18_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 18 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R19_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 19 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R20_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 20 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R21_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 21 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R22_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 22 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R23_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 23 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R24_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 24 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R25_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 25 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R26_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 26 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R27_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 27 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R28_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 28 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R29_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 29 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R30_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 30 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R31_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 31 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R32_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 32 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R33_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 33 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R34_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 34 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R35_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 35 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R36_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 36 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R37_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 37 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R38_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 38 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R39_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 39 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R40_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 40 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R41_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 41 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R42_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 42 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R43_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 43 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R44_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 44 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R45_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 45 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R46_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 46 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HR_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HU_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IE_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IL_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_IT_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_JP_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_KR_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LT_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LU_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_LV_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_MT_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NL_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_NO_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PL_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_PT_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RO_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_RU_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SE_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SG_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SI_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_SK_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_TR_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_US_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x2_R47_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 47 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_x0_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AT_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_AU_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BE_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BG_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_BR_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CA_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CH_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CN_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CY_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_CZ_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DE_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_DK_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_EE_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_ES_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FI_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_FR_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GB_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_GR_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable SMEC_ALL_0106_CT_AIRB_HK_R48_ALL | SMEC Non-Defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 48 | Corporates - SME | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.